1.3 Let the joint distribution of Y1 and Y2 be MVN(,V) with = 2 3...
Question:
1.3 Let the joint distribution of Y1 and Y2 be MVN(µ,V) with
µ =
2 3
and V =
4 1 1 9
.
a. Obtain an expression for (y−µ)
TV
−1
(y−µ). What is its distribution?
b. Obtain an expression for y TV
−1y. What is its distribution?
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Related Book For
An Introduction To Generalized Linear Models
ISBN: 9781138741515
4th Edition
Authors: Annette J. Dobson, Adrian G. Barnett
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