5. Let be a normal random vector with the following mean and covariance matrices: 2 Let also Y; Y...
5. Let be a normal random vector with the following mean and covariance matrices: 2 Let also Y; Y3 where (a) Find P(X2 >0). b Find my EY]. the expected value vector of Y. (c) Find CY, the covariance matrix of Y d) Find P(Y 2).
5. Let be a normal random vector with the following mean and covariance matrices: 2 Let also Y; Y3 where (a) Find P(X2 >0). b Find my EY]. the expected value vector of Y. (c) Find CY, the covariance matrix of Y d) Find P(Y 2).