Question: Suppose that Y is a random vector with mean vector (0,0,1), and covariance matrix 100 020 003 Let b = (0,0,1) and A =

Suppose that Y is a random vector with mean vector (0,0,1)7, and covariance matrix 100 020 003 Let b =

Suppose that Y is a random vector with mean vector (0,0,1), and covariance matrix 100 020 003 Let b = (0,0,1) and A = [100 002 010 (a) What is the mean of AY + b? (b) What is the covariance matrix of AY + b? (c) What is the mean of YTAY?

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