i. X(1) and X2) are independent if and only if E12 ii. The conditional distribution of x() given X@) = x2) is N(µ") + E12E„ (x2) – με)), Σ1-Σ12Σ Σ). h particular E(X®jx@ = x®) = µ0 + £12£ (x®) – µ). -(1) %3D

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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i. X(1) and X2) are independent if and only if E12
ii. The conditional distribution of x() given X@) = x2) is N(µ") + E12E„ (x²) –
μο) , Σ1 -ΣΣ Σ ) . h paricular
E(X®jx@ = x®) = µ® + £12£ (x®) – µ).
-(1)
%3D
Transcribed Image Text:i. X(1) and X2) are independent if and only if E12 ii. The conditional distribution of x() given X@) = x2) is N(µ") + E12E„ (x²) – μο) , Σ1 -ΣΣ Σ ) . h paricular E(X®jx@ = x®) = µ® + £12£ (x®) – µ). -(1) %3D
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