- #1
retspool
- 36
- 0
My professor sucks
she hasnt gone over mean vector and she expects up to solve this
let z1, z2, z3 be the random variables with mean vector and covariance matrix given below
mean vector = [1 2 3]T. T = transpose
covariance vector
3 2 1
2 2 1
1 1 1
Define the new variables
y1 = z1 + 2z3; y2 = z1 + z2 - z3; y3 = 2z1 + z2 + z3 - 7
(a) Find the mean vector and the covariance matrix of (y1; y2; y3).
(b) Find the mean and variance of
y =(y1 + y2 + y3)/3
Thanks
she hasnt gone over mean vector and she expects up to solve this
let z1, z2, z3 be the random variables with mean vector and covariance matrix given below
mean vector = [1 2 3]T. T = transpose
covariance vector
3 2 1
2 2 1
1 1 1
Define the new variables
y1 = z1 + 2z3; y2 = z1 + z2 - z3; y3 = 2z1 + z2 + z3 - 7
(a) Find the mean vector and the covariance matrix of (y1; y2; y3).
(b) Find the mean and variance of
y =(y1 + y2 + y3)/3
Thanks