(7) Let X₁.X₂, X3 be jointly distributed with means #₁ = 2₁ μ₂ varaince-covariance matrix = 5 and #3 = 2 and 4 xy 160 y 04 here and y are constants. Let Z₁ = X₁ + 2X₂ - 4X3 and Z₂ = X₁ + X₂ + X3, determine (i) EZ), Z (Z₁, Z₂) (ii) the values of z and y such that Z₁ and Z₂ are independent and Var (Z₂) = 10. Hence find the mean and variance of Z=2Z₁ +52₂-4

College Algebra (MindTap Course List)
12th Edition
ISBN:9781305652231
Author:R. David Gustafson, Jeff Hughes
Publisher:R. David Gustafson, Jeff Hughes
Chapter6: Linear Systems
Section6.2: Guassian Elimination And Matrix Methods
Problem 84E: Explain the differences between Gaussian elimination and Gauss-Jordan elimination.
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(7) Let X₁, X2, X3 be jointly distributed with means #4₁ = 2, 42 = 5 and 3 = 2 and
varaince-covariance matrix
4 xy
260
y 04
herez and y are constants. Let Z₁ = X₁ + 2X₂ - 4X3 and Z₂ = X₁ + X2 + X3,
determine
(i) EZ,Z (Z₁, Z2)
(ii) the values of z and y such that Z₁ and Z₂ are independent and Var (Z₂) = 10.
Hence find the mean and variance of Z=2Z₁ +52₂-4
Transcribed Image Text:(7) Let X₁, X2, X3 be jointly distributed with means #4₁ = 2, 42 = 5 and 3 = 2 and varaince-covariance matrix 4 xy 260 y 04 herez and y are constants. Let Z₁ = X₁ + 2X₂ - 4X3 and Z₂ = X₁ + X2 + X3, determine (i) EZ,Z (Z₁, Z2) (ii) the values of z and y such that Z₁ and Z₂ are independent and Var (Z₂) = 10. Hence find the mean and variance of Z=2Z₁ +52₂-4
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