- #1
cutesteph
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Homework Statement
Random vector Y = [Y_1 Y_2 Y_3 …. Y_m]' where ' = transpose mean = u and and ∑ = covariance
Z = N_1 * Y_1 + N_2 * Y_2 + …. + N_m*Y_m all N are numbers Find the covariance of Z E[ (Y- E[Y] )(Y - E[Y] ) ] = E[YY'] -E[Y]E[Y]'= [N_1 N_2 .. N_m] [∑ - u^2 ….∑ -u^2] ' This seems incorrect.