Answered: Example: Suppose that X = (X1, X2) has…

Example: Suppose that X = (X1, X2) has a bivariate Normal distribution with mean (120, 80) and covariance matrix 3 What are the mean and variance of a' X, where a = (1,—1)Т?

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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Question

Example: Suppose that X
u = (120, 80) and covariance matrix
(X1, X2) has a bivariate Normal distribution with mean
6.
3
Σ=
5
What are the mean and variance of a' X, where a =
(1, –1)T?

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