Let X N3(, ) where a) Findthemarginaldistributionsof (X1,X2) and (X1,X3). b) Findthedistributionof (X2,X3,X1). c) Findthedistributionof Y

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Let X ∼ N3(ξ, Σ) where

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a) Findthemarginaldistributionsof (X1,X2)⊤ and (X1,X3)⊤.

b) Findthedistributionof (X2,X3,X1)⊤.

c) Findthedistributionof Y = X1 − X2 + X3.

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Sep 19, 2024 08:00 PM

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Let X N3(, ) where a) Findthemarginaldistributionsof (X1,X2) and (X1,X3). b) Findthedistributionof (X2,X3,X1). c) Findthedistributionof Y = X1 X2 + X3. 6 3 3 = 3 80 4 00 1
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Let X N3(, ) where a) Findthemarginaldistributionsof (X1,X2) and (X1,X3). b) Findthedistributionof (X2,X3,X1). c) Findthedistributionof Y

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6 3 3 = 3 80 4 00 1

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Fundamentals Of Mathematical Statistics

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