Mathematics · Probability and Statistics
Let X = (X1, X2)T follow a bivariate normal distribution with mean vector (0, 0)T and covariance matrix Σ such that: Σ = ⌈ 5 -3 ⌉ ⌊ -3 10 ⌋ The mean vector and covariance matrix of Y = (X1, 5 − 2X2)T are:
- 1([0, 5]T, ⌈ 5 6 ⌉ ⌊ 6 40 ⌋)✓
- 2([0, 5]T, ⌈ 5 3 ⌉ ⌊ 3 20 ⌋)
- 3([0, 5]T, ⌈ 5 -6 ⌉ ⌊ -6 20 ⌋)
- 4([0, 5]T, ⌈ 5 -3 ⌉ ⌊ -3 40 ⌋)
Correct answer
([0, 5]T, ⌈ 5 6 ⌉ ⌊ 6 40 ⌋)
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