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5. Let x=(x1,x2, x3) and y = (1,y2, y3) be independent random vectors with x = E[x] = (2,3,4), y=E[y] = (2,4,6), [4 2
5. Let x=(x1,x2, x3)" and y = (1,y2, y3) be independent random vectors with x = E[x] = (2,3,4), y=E[y] = (2,4,6)", [4 2 var(x) = x = 2 9 L3 1 5] 315 31 4 -2 31 1, var(y) = y = -2 6 2 3 2 8] In addition, let [1 0 0 2 Find the following: A = ,B= 0 1 1 .0 3 1. LO -1 a) cov(x, y) b) var(x + y) c) cov(Ax, By) d) E[Ax + Ay] e) var(Ax) f) corr(Ax, x) g) corr(Ax, Bx)
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