Question: Please assist in this homework practical. Please provide full working out for future practice. Suppose that X1 ~ N(1, 2), X, ~ N(2, 4) and

Please assist in this homework practical. Please provide full working out

Please assist in this homework practical. Please provide full working out for future practice.

for future practice. Suppose that X1 ~ N(1, 2), X, ~ N(2,

Suppose that X1 ~ N(1, 2), X, ~ N(2, 4) and Cou(X, X2) = 1. Let 11 X = = Y = Y2 Ya and Y = AX. We also assume that X - N,(ex. Cx). In (a) and (b) find in a matrix form (a) (1 Marks) the mean of Y. (b) (2 Marks) the variance-covariance matrix of Y. Show your working. 2 (c) (2 Marks) What is the distribution of Y? (d) (2 Marks) Find the distribution of 3Y, - 212. Provide also the mean and the variance of 3Yi - 212- (e) (3 Marks) Identify the joint distribution of Z1 = 3Y1 - 212 and Za = -312 - Ya Provide also the mean and the variance of Z = Zz

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