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You are given the random vector X' = [X], X2, X3, X4] with mean vector MY = [4, 3, 2, 1 ] and variance-covariance matrix

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You are given the random vector X' = [X], X2, X3, X4] with mean vector MY = [4, 3, 2, 1 ] and variance-covariance matrix 2 Ex = N NOW ANON 1 9 -2 Partition X as X1 X = X(1) X 3 Let A = [1 2] and B= and consider the linear combinations AX() and BX(2). Find (a) E(X(1) ) (b) E(AX (1)) (c) Cov (X()) (d) Cov (AX(1)) (e) E(X (2) ) (f) E(BX (2)) (g) Cov (X (2)) (h) Cov (BX(2)) (i) Cov (X (1), X (2)) () Cov (AX(), BX (2) )

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