Please answer question (a) X1 - X X2 – Å a. Let X1, ..., Xn i.i.d....

Question

Question

Please answer question (a)

X1 - X X2 – Å a. Let X1, ..., Xn i.i.d. random variables with X; ~ N(u, o). Express the vector in the | Xn – form AX and find

math Statistics-And-Probability

Answer 1

Answer #1

X-X) X2 - X a. xn-X where, I = identity matrir of order n, 1 = vector of order nx 1 with all elements unity, X= = X;= -1X, X

(x -y *** x-iy x-ix) =289 (x₂-x) x(117-), (117 - 1) x 5- (where I l is symmetric and idempotent matrix.) E(s?) = m +1(x

-1 (+ ((1-Eur) E(XX°)) -n-1 (ty ((1 - 4Y) (cov(X) +11,%)) -in-1 (tv ((1 - - 11 ) cov(x))) (since (1-11)1 = 0) --x ((1--11) (

Answer 2

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