Normal random variables with mean

Assignment Help Basic Statistics

Reference no: EM131028406

Suppose G is n×n non-negative definite, and α is n×1.

(a) Find an n×1 vector U of normal random variables with mean 0 and cov(U) = G. Hint: let V be an n×1 vector of independent N(0, 1) variables, and let U = G1/2V.

(b) How would you modify the construction to get E(U ) = α?

Reference no: EM131028406

Questions Cloud

Create a program that stores names in an array : In c++ create a program that stores names in an array. Also the program will end when "quit" is entered. Use a menu with the options: getName, sortName,displayName, findName, removeName.

Find the total number of possible arrangements : A set of 10 flags, 5 red, 3 blue and 2 yellow are to be arranged in a line along a balcony. If flags of the same colour are INDISTINGUISHABLE, find the number of arrangements in which,

Difference between a bonding radius and a nonbonding radius : Because an exact outer boundary cannot be measured or even calculated for an atom, how are atomic radii determined? What is the difference between a bonding radius and a nonbonding radius?

What role leadership knowledge and skills play : What role leadership knowledge and skills play - design and integrate value-added leadership learning modules into your organization''s training efforts.

Normal random variables with mean : Find an n×1 vector U of normal random variables with mean 0 and cov(U) = G. Hint: let V be an n×1 vector of independent N(0, 1) variables, and let U = G1/2V.

Draw an energy-level diagram to explain : Moseley's experiments on X-rays emitted from atoms led to the concept of atomic numbers Where exactly do these X-rays come from? Draw an energy-level diagram to explain.

Which lockers were open : A fourth student then changed every fourth locker, after which a fifth student changed every fifth locker , and so on until all 1000 students had passed by all 1000 lockers. At the end of this strange activity, which lockers were open?

What do now call the element mendeleev called eka-manganese : Mendeleev also predicted the existence of eka-manganese, which was not experimentally confirmed until 1937 because this element is radioactive and does not occur in nature. Based on the periodic table shown in Figure, what do we now call the eleme..

How many different cards are possible : For each new employee, a company gives a five-digit identification card. Each digit can be 0, 1, 2, or 3. If repetitions are allowed, how many different cards are possible.

User Account

All Pages