. WE hours, 29 minutes, 19 seconds. tion Status: 13. The random vector Y is n x 1, with Y = XB + 6, where B is a p x 1 vector of (unknown) constants, Xiis an n x p matrix of known constants with rank(X) = p, E is an n x 1 vector of random variables with E (E) = 0 and vcv(E) = V, where Vis a positive definite symmetric n x n matrix. That is, V is not necessarily proportional to Inxn, and V-1 exists. Let W = [X(XTV -1x) -1xTV-1]y a. Find E (W). This part is worth 10 points. b. Find vcv (W). This part is worth 40 points. 14. The random variables Y1, Y2, Y3, ..., Yn are independent and normally distributed but not identical. The distribution of Y, is N(u + a;, o2), i = 1, ..., n, with n Et=1 a; = 0. Let Yn = 1if124..fin. Find E(En, (Y; - Yn)2). Prove your result. This problem is worth 65 points. End of the examination Save All Answers Save and Submit