Question: please answer a,b,c and d please reply soon , we will give thumps up Assume we have a multivariate normal random variable X=[X1,X2,X3,X4], whose covariance
Assume we have a multivariate normal random variable X=[X1,X2,X3,X4], whose covariance matrix and inverse covariance matrix Q are =0.710.430.4300.430.460.2600.430.260.4600000.2 Q=5330350030500005 Note that Q is simply the inverse of , i.e., Q=1. (a) [5 points] Are X3 and X4 correlated? (b) [5 points] Are X3 and X4 conditionally correlated given the other variables? That is, does cov(X3,X4X1,X2) equal to zero? (c) [5 points] Please find the Markov blanket of X2. Recall that the Markov blanket of Xi is the set of variables (denoted by XMi ), such that XiX{i}MiXMi, where {i}Mi denotes all the variables outside of {i}Mi. (d) [5 points] Assume that Y=[Y1,Y2] is defined by Y1=X1+X4Y2=X2X4 Please calculate the covariance matrix of Y. Assume we have a multivariate normal random variable X=[X1,X2,X3,X4], whose covariance matrix and inverse covariance matrix Q are =0.710.430.4300.430.460.2600.430.260.4600000.2 Q=5330350030500005 Note that Q is simply the inverse of , i.e., Q=1. (a) [5 points] Are X3 and X4 correlated? (b) [5 points] Are X3 and X4 conditionally correlated given the other variables? That is, does cov(X3,X4X1,X2) equal to zero? (c) [5 points] Please find the Markov blanket of X2. Recall that the Markov blanket of Xi is the set of variables (denoted by XMi ), such that XiX{i}MiXMi, where {i}Mi denotes all the variables outside of {i}Mi. (d) [5 points] Assume that Y=[Y1,Y2] is defined by Y1=X1+X4Y2=X2X4 Please calculate the covariance matrix of Y
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