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3, Cov(X1, X2) = 2, Cov(X2, X3) = -2, 5. Let Var(x1) = Var(X3) = 2, Var(X2) Cov(X1, X3) = -1. i) Suppose Y1 = X1 - X2. Find V

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Solution to Questions Ginen var (x1) var (x₂) CoreX ,,X2) = 2 - 2 var (X2)=3 Corlaq ,*3) =-2, Cov( x,,*3) = -1 Part (i) [Form(An). Corc Y., Y2) Corc x,-X2 Xi - 2x2-x₂) 2 Cor(x,183) Cove X ,,X1) 2 Cor(x1,2) Cor (X2,*1) + 2 cor (X2, X2) + Cor (X2,83) -Y cx 2 x 3. where C By result of Multivariate Normal Distribution 281 2x3 ,3x1 N2 (Mr = ct is Ey = CECT sc) with pdf e friren( 2y, - ₂ -y + 2) 2 ye - y, y - Y, 22 + 2 232 29, 92 + , 2 Thus, the joint density of uneton is :- - ² (25% -26, 32 +42) (5,9. A E[CZ - k3(2-4)TJ AT = AEAT 2 2 - 1 -2 - 2 :) :)( 3 2 - al -2 2 i i 0 = -2 I 2. :) 0 3 3 0 (Am) 2 2. 5 - 2 0​​​​​​

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