Find the values of the constants bi

Reference no: EM131216149

Consider a vector of N random variables Suppose we form a new random variable Z by performing a weighted average of the components of . That is,

Find the values of the constants b_I such that the variance of Z is minimized.

Reference no: EM131216149

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Find the values of the constants bi : uppose we form a new random variable Z by performing a weighted average of the components of. -Find the values of the constants bI such that the variance of Z is minimized.

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