Let y = variance (y1, y2,93) be a 3-dimensional multivariate normal random vector with mean and...

 

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Let y = variance (y1, y2,93) be a 3-dimensional multivariate normal random vector with mean and -B. 4 (a) Find the eigenvalues and eigenvectors of V. (b) Find the distribution of 21 = 3y₁ + 2y2 + y3. (c) Find the distribution of 22 = y² + (¹²+1²) ² + με V = BA - 0 -1 1 42-43 ¹³)². Let y = variance (y1, y2,93) be a 3-dimensional multivariate normal random vector with mean and -B. 4 (a) Find the eigenvalues and eigenvectors of V. (b) Find the distribution of 21 = 3y₁ + 2y2 + y3. (c) Find the distribution of 22 = y² + (¹²+1²) ² + με V = BA - 0 -1 1 42-43 ¹³)².