Q 6.1. Suppose Z = (Z1, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. (a) (X¹₂) =(√²) X₁ X₂ Z₁ Z₂ = Z₁ (b) (e) (x₂) - (3/✓/² ¹/√²) (21) (3/√2 √2 X₁ (¹)(x)=(1) (2) (33) X₂ (1) (39)=(-1) (2) (22₁) = (1/² √²/₂) (²₂) (2) 1////2) Z₁ 2 2 √2 (3) (x₂) = (1 ² 0 Z₂ 1 Z3 (4) (Y) = (²¹) (²) 1
Q 6.1. Suppose Z = (Z1, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. (a) (X¹₂) =(√²) X₁ X₂ Z₁ Z₂ = Z₁ (b) (e) (x₂) - (3/✓/² ¹/√²) (21) (3/√2 √2 X₁ (¹)(x)=(1) (2) (33) X₂ (1) (39)=(-1) (2) (22₁) = (1/² √²/₂) (²₂) (2) 1////2) Z₁ 2 2 √2 (3) (x₂) = (1 ² 0 Z₂ 1 Z3 (4) (Y) = (²¹) (²) 1
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.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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