=+33. Continuing Problem 32, calculate E(Yi), Var(Yi), and Cov(Yi, Yj ) for i = j. Also show

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=+33. Continuing Problem 32, calculate E(Yi), Var(Yi), and Cov(Yi, Yj ) for i = j. Also show that (Y1 + Y2, Y3,...,Yn)t has a Dirichlet distribution.

2.10 Problems 53 34. Continuing Problem 32, prove that the random variables X1 X1 + X2

, X1 + X2 X1 + X2 + X3

, ..., X1 + ··· + Xn−1 X1 + ··· + Xn

, X1 + ··· + Xn

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Applied Probability

ISBN: 9781441971647

2nd Edition

Authors: Kenneth Lange

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Question Posted: Nov 01, 2024 02:00 AM

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=+33. Continuing Problem 32, calculate E(Yi), Var(Yi), and Cov(Yi, Yj ) for i = j. Also show

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Applied Probability

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