Let X= [Xi, X2, X] be a randomly chosen vector from a multivariate population. Which of the

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Let X= [Xi, X2, X] be a randomly chosen vector from a multivariate population. Which of the following is/are false and why? (a) If each of Xi, X2, and X's follow (univariate) normal distribution, then the vector X follows multivariate normal distribution. (b) If the vector X follows multivariate normal distribution, then each of X1, X2, and X3 follow (univariate) normal distribution. (c) If the vector X follows multivariate normal distribution, then the conditional distribution of X1 given X2 follow (univariate) normal distribution. (d) If Var(15) > Var(X3), then the variable X's contributes less to the statistical distance

Posted Date: Jun 11, 2024 03:18 AM

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Let X= [Xi, X2, X] be a randomly chosen vector from a multivariate population. Which of the

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