A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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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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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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Step 1: Write the given information
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Step 2: Determine the moment generating function MX(t) of X
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Step 3: Determine the value of E(X1,X2)
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Step 4: Determine the distribution of Y = (Y1,Y2,Y3)^T
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