Find the expected value vector ey the correlation matrix ry, Basic Statistics

Find the expected value vector ey the correlation matrix ry

As in Quiz 5.1 and Example 5.5, the 4-dimensional random vector Y has PDF

Find the expected value vector E[Y], the correlation matrix R_Y, and the covariance matrix C_Y.

Quiz 5.1

The random variables Y₁,..., Y₄ have the joint PDF

Let C denote the event that maxi Yi ≤ 1/2. Find P[C].

Example 5.5

As in Quiz 5.1, the random variables Y₁,..., Y₄ have the joint PDF

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Basic Statistics: Find the expected value vector ey the correlation matrix ry

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Basic Statistics: Find the expected value vector ey the correlation matrix ry

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