Exercise 1.6 Show that if Y is a random vector and if E(Y) = 0 and Cov(Y)

Question:

Exercise 1.6 Show that if Y is a random vector and if E(Y) = 0 and Cov(Y) = 0, then Pr[Y = 0] = 1.

Hint: For a random variable w with Pr[w ≥ 0] = 1 and k > 0, show that Pr[w ≥

k] ≤ E(w)/k. Apply this result to YY.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: