Let X, X be random variables and followed normal distribution, given the following data matrix 2...

 

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Let X₁, X₂ be random variables and followed normal distribution, given the following data matrix 2 X₁ 5 X₂ 5 Consider a linear combination of random vector Y₁ = = 2X₁+ 4 X₂ and Y₂ = 5 X₁ a) Find the distribution of X₁ and X₂ b) Find the joint distribution of Y₁ and Y₂, (i.e Y = []) Unit 1 2 3 3 2 5 4 1 2 5 3 1 6 4 3 20 22 Let X₁, X₂ be random variables and followed normal distribution, given the following data matrix 2 X₁ 5 X₂ 5 Consider a linear combination of random vector Y₁ = = 2X₁+ 4 X₂ and Y₂ = 5 X₁ a) Find the distribution of X₁ and X₂ b) Find the joint distribution of Y₁ and Y₂, (i.e Y = []) Unit 1 2 3 3 2 5 4 1 2 5 3 1 6 4 3 20 22