1.3 Let the joint distribution of Y1 and Y2 be MVN(,V) with = 2 3...

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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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An Introduction To Generalized Linear Models

ISBN: 9781138741515

4th Edition

Authors: Annette J. Dobson, Adrian G. Barnett

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