Question: solve each and evry problem (2) Given data (samples of RVs) how to estimate the covariance matrix of a random vector e (2a) 10 POINTS
solve each and evry problem
(2) Given data (samples of RVs) how to estimate the covariance matrix of a random vector e (2a) 10 POINTS In class, thus far, as opposed to practice we often start the problem space with let us assume we have a random vector and it obeys some distribution. Now we need to consider what if we are only in possession of \"data\" and not the analytical distributions and we want to manipulate the data to have some particular covariance structure. e (2b) 10 POINTS Write a MATLAB function that accepts a desired Covariance Matrix as an input and returns a vector of Gaussian data that obeys this structure. Verify your function behaves properly using the following covariance matrix as an input: mex (S22) e (2c) 10 POINTS In what ways would the random vector X and its covariance change if in the above development the elements of Z were independent, identically distributed, zero-mean, unit variance, uniformly distributed random variables rather than standard Gaussian random variablesStep by Step Solution
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