Suppose I have observed ##Z = 3##, where ##Z = X + Y##, where ##X \sim N(0,9), Y \sim N(0,4)##. How would I find the most probable value of ##X## that would have given me ##Z = 3##?
My attempt at a solution: I was given that ##X## and ##Y## are independent, so that means ##Z \sim N(0+0, 9+4) =...
I was under the impression that ##\textrm{rank}(A) = \textrm{rank}(A^TA)## is only true if ##A## is symmetric, but it appears you are right, and Wikipedia confirms it. It is indeed true in general for any ##A##, so I guess I misread it somewhere. Thanks for the help!
Isn't ##\textrm{rank}(A) = \textrm{rank}(A^TA)## only true if ##A## is symmetric? Also, I forgot to include that ##A## is not necessarily a square matrix. Let's have ##A## be an ##n## x ##k## matrix. Does your conclusion still follow with these new conditions?
Say I have a matrix ##A## that has linearly independent columns. Then clearly ##A^T## has lin. indep. rows. So what can we say about ##A^TA##? Specifically, is there anything we can say about the rows/columns of ##A^TA##? I'm thinking there has to be some sort of relation but I don't know what...
Homework Statement
Suppose ##X,Y## are random variables and ##\varepsilon = Y - E(Y|X)##. Show that ##Cov(\varepsilon , E(Y|X)) = 0##.
Homework Equations
##E(\varepsilon) = E(\varepsilon | X) = 0##
##E(Y^2) < \infty##
The Attempt at a Solution
##Cov(\varepsilon , E(Y|X)) =...
I'm working on a problem that wants me to show that $$Cov(X,Y) = 0$$ and I am up to the point where I simplified it down to $$Cov(X,Y) = E(XY)$$. In other words, $$E(X)E(Y) = 0$$ to make the above true. My question is, what can we conclude if we have that the covariance of two random variables...
Homework Statement
Evaluate ##\int_{\gamma} F \ ds## where ##\gamma## is a parametrization of the curve of intersection of the surface ##z = x^4 + y^6## with the ellipsoid ##x^2 + 4y^2 + 9z^2 = 36## oriented in the counterclockwise direction when viewed from above.
Homework Equations...
Yes, I believe so. (That is for ##0 \le r \le a, 0 \le \theta \le 2\pi##, for some finite ##a##, right?)
The process to get to it is quite lengthy, but I can do it.
Homework Statement
Find the steady state temperature ##U(r, \theta)## in one-eighth of a circular ring shown below:
Homework Equations
The Attempt at a Solution
I start by assuming a solution of the form ##u(r,\theta) = R(r)\Theta(\theta)##. I also note that ##u(r,\theta)##...
Homework Statement
Let ##\mathit{F}(x,y,z) = (e^y\cos z, \sqrt{x^3 + 1}\sin z, x^2 + y^2 + 3)## and let ##S## be the graph of ##z = (1-x^2-y^2)e^{(1-x^2-3y^2)}## for ##z \ge 0##, oriented by the upward unit normal. Evaluate ##\int_{S} \mathit{F} \ dS##. (Hint: Close up this surface and use the...
Homework Statement
Let S be the self-intersecting rectangle in ##\mathbb{R}^3## given by the implicit equation ##x^2−y^2z = 0##. Find a parametrization for S.Homework Equations
The Attempt at a Solution
This is my first encounter with a surface like this. The first thing that came to my mind...