
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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Transcribed Image Text:Q 6.2. Let X = (X₁, X2, X3)T~ MVN(ux, Ex) where
-3
*-()
=
1
and Ex=
=
(a) Compute the moment generating function Mx(t) of X.
(b) Compute E(X₁ X₂).
(c) Let
Y₁
Y2
Y3 =
Compute the distribution of Y = (Y₁, Y2, Y3)T.
6
-2 -2
-2 2 1
-2
1
1
= 3X2 X3 + 1
X₁ X₂ X3
X₁ + 2X₂ - 2.
=
-
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