1 2 1 3 and [V]gr =Ma %3D Given transition matrix PB B'= 4 a. none of these b. Pg - B[V]g• =| %3D 1 OC = Pg - B'[VB' 11 Od. = Pg - B[V]g = %3D Oe. 11 = Pg - B[V]g• =5

X is multivariate Gaussian with "X - [6 8]and C₁ n 608 = and covariance matrix of Y 1 = X1 X2 2 = x1 + x₂ - 2x3 Y3 = x1 + x3 1/2 1/4 1/3 1/4 2 2/3 1/3 2/3 1 = [y₁ У1 У2 уз y3]. Find the mean vector where

consider the following. B = {(2, -1), (-1, 1)}, B'= {(-12, 0), (-4, 4)}, [3] (a) Find the transition matrix from B to B'. [x]B' = p-1: = P = X -12 PP-1 12 (b) Find the transition matrix from B' to B. -1/12 1/4 0 0 1/4 4 (c) Verify that the two transition matrices are inverses of e 0 4 Search