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(a) Suppose X = (x,2,3)' is a random sample from a population that has a trivariate normal distribution N3(u, ) where = (2,3,-1)' and
(a) Suppose X = (x,2,3)' is a random sample from a population that has a trivariate normal distribution N3(u, ) where = (2,3,-1)' and M = = 25 -2 4 -2 4 1 4 1 19 (i) Find the probability distribution of X-2x2-4X3 (ii) Obtain the multiple regression function of X on X and X3, and hence find the corresponding regression coefficients
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Mathematical Statistics With Applications In R
Authors: Chris P. Tsokos, K.M. Ramachandran
2nd Edition
124171133, 978-0124171138
