Question: Linear Transformation of Random Vector [10 points] 5 3 2 X1 Let X = = X2 be a random vector with mean -5 and

Linear Transformation of Random Vector [10 points] 5 3 2 X1 Let

Linear Transformation of Random Vector [10 points] 5 3 2 X1 Let X = = X2 be a random vector with mean -5 and covariance matrix 2 5 0 6 1 0 4 x3 Compute the mean and variance of the random variable Y defined by Y -1 2 and b = 5. A = = [2 = AX b where

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