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x is a q 1 vector of random variables. x = ( 1 z ) . Suppose that ( x y ) N (( 1
x is a q1 vector of random variables. x = (1z) .
Suppose that (xy) N((12),[4113]) . Find for Proj(y x)= x where x = (1,x) .
Explain in detail. Thank you!
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Mathematical Analysis For Quantitative Finance
Authors: Daniele Ritelli, Giulia Spaletta
1st Edition
1351245104, 9781351245104
