Reference no: EM131084500
Given the Gaussian random vector X in Problem 5.7.1, Y = AX + b, where
![](https://test.transtutors.com/qimg/eeb2d80f-d595-4f42-9184-d2d1abb0f3a6.png)
And b = [-4 -4 -4]' Calculate
(a) the expected value µY,
(b) the covariance CY,
(c) the correlation RY,
(d) the probability that -1 ≤ Y2 ≤ 1
Problem 5.7.1
X is the 3-dimensional Gaussian random vector with expected value µX = [4 8 6]' and covariance
![](https://test.transtutors.com/qimg/048f7dfe-b8b7-40bb-bed7-1eec19be82c2.png)
Calculate
(a) the correlation matrix, RX,
(b) the PDF of the first two components of X, fX1,X2 (x1, x2),
(c) the probability that X1 > 8