1 answer

7. Let A be an n × n matrix of constants, a and b be a...

Question:

7. Let A be an n × n matrix of constants, a and b be a n x 1 vectors of constants, and x be a n x 1 random vector with mean μ

7. Let A be an n × n matrix of constants, a and b be a n x 1 vectors of constants, and x be a n x 1 random vector with mean μ and nonsingular variance-covariance matrix V. Show the following (c) Var le"x] = aTya (d) Var [Az +b] = AVAT

Answers

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