Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Univariate normal distribution:
Let X = (XI, X2, ..., Xn,) has the multivariate normal distribution (5.26) of Section 5.4. Show that Y = a X ' follows a univariate normal distribution where a = ( a1 a2 ..., an, ). Also find the mean and the variance of Y.
Solution:
We have
My(t)= E (etY)= E(etaX') = E(eτX')
where τ = ta = (ta1, ta2,..., tan ).
From Example 3 of Section 5.4, we have
MX (t) = E(e tX') = e τμ' +1/2(t∑ t')
Hence
My(t) = MX(τ) = eτμ' - ½ (τ∑τ') =e t(a μ')-1/2 t2(a∑a')
=e tμ -1/2 t2 σ2
Where
MX(t) = e tμ+1/2 (t2σ2)
in other words Y - N ( μ, σ2 ) where
3 types of obstacles in chaining detail
what is framework
what is non linear break even analaysis
WHAT IS A DISTOMAT ? WRITE A SHORT NOTE ON IT
assignment on role of civil engineer
what are the roles of civil engineers in storm water management
Define Fatigue load test of shock transmission unit? This test was carried out for 100,000 cycles for maximum capacity of STU, assuming the worst case that the 'Lock Up Load' i
Define Limitations of Underwater Magnetic Particle Testing? As with any non-destructive test method, UWMT has some limitations as under: i. Underwater magnetic particle tes
largest centrifugal pumps
what are the basic two division of surveying
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd