Logo
Home Study Material Contact Search
AI Chat FREE
  1. mathematics
  2. basic math
  3. let x1,x2,x3 be i.i.d. n(0,1) random variables. su

Let X1,X2,X3 be i.i.d. N(0,1) random variables. Suppose Y1 = X1 + X2 + X3, Y2...

90.2K

Verified Solution

Question

Basic Math

Let X1,X2,X3 be i.i.d. N(0,1) random variables. Suppose Y1 = X1+ X2 + X3, Y2 = X1 ?X2, Y3 =X1 ?X3. Find the joint pdf of Y =(Y1,Y2,Y3)? using : Multivariate normal distributionproperties.

Answer & Explanation Solved by verified expert
4.1 Ratings (596 Votes)
given thatX1X2 and X3 be iid N01henceY1 X1 X2 X3 Y2 X1 X2 Y3 X1    See Answer
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

2.5xˆ3=cos(x)+13.5 if your initail estimate is x0=1.1

Advance Math
Q

what are the aspects that you will consider to evaluate the pressure measuring devices

Mechanical Engineering
Q

Calculate the monthly average evaporation to occur from the surface of the water in open July,...

Civil Engineering
Q

A ray of light strikes a plane water air interface from within the water at...

Physics
Q

Evaluate the limit using the appropriate Limit Law(s). (If an answer does not exist, enter...

Calculus
Q

A medical examiner called to the scene of a murder will usually take the temperature...

Calculus
Q

Do you think using we should use taxation as a redistribution tool in...

Accounting
Q

During Heaton Company's first two years of operations, it reported absorption costing net operating...

Accounting
Q

Answer the following questions using the information below: Furniture, Inc., estimates the following...

Accounting
Q

Answer the following questions briefly. 1) What is meant by internal control? 2) The CAR...

Accounting
Q

A basic ARM is made for $217,000 at an initial interest rate of 6 percent...

Finance
Q

Your answer is incorrect. Try again. ...

Accounting