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Suppose, you have a matrix X' = [X, X, X3, X] with mean vector jix [4, 3, 2, 1], and the variance-covariance matrix: Ex

Suppose, you have a matrix X' = [X, X, X3, X] with mean vector jix [4, 3, 2, 1], and the variance-covariance matrix: Ex Let A = [1 2], and B [302 2 011 0 219 -2 20-2 Suppose, the matrix X' partitioned as: -1 X X X(1) 19 ... X3 X Find: (a) E(X()) (b) E(AX()) (c) Cov(X()) (d) Cov(AX()) (e) Cov(X(), X (2)) (f) Cov(AX(), BX (2))

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