question archive Let X = [X1] ~ MN ( [3] ,[4 2])

Let X = [X1] ~ MN ( [3] ,[4 2])

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Let X = [X1] ~ MN ( [3] ,[4 2]).

[X2] [4] [2 4]

 

a) Are X1 and X2 independent. Give a reason for your answer

b) Find the distribution of (X1+X2)/2

c) Let Y1 = X1 + X2 − 1 and let Y2 = 3X1 − 3X2 + 2. Show that Y1 ⊥ Y2 

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