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Convariance matrix

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Reference no: EM13669677

We have random vector X' = [X1,X2,X3,X4] , with mean vector m'x (where m = mean (mu) = [4,3,2,1]

variance - convariance matrix = 3 0 2 2
0 1 1 0
2 1 9 -2
2 0 -2 4

Partition Matrix X as
X= X1 = Xu
X2 ----- (these are all matrices)
----- Xv
X3
X4

Let (both matrices)
A = [1 2], and B= 1 -2
2 -1

FIND:
a.) E(AXu)
b.) Cov(AXu)
c.) E(BXv)
d.) Cov(AXu, BXv)

Reference no: EM13669677

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