Question 1. (5 points) Let X and Y be jointly Gaussian random variables. Let E[X] = 1, E[Y] = 1, E[X?) = 3, E|Y?) = 8, a
Posted: Mon Apr 11, 2022 6:31 am
Question 1. (5 points) Let X and Y be jointly Gaussian random variables. Let E[X] = 1, E[Y] = 1, E[X?) = 3, E|Y?) = 8, and p(X,Y) = . Define Z = 2X – 3Y. a) (1 points) Find Var(X) and Var(Y). b) (1 points) Find P(X > 1). c) (1 points) Find Cov(X,Y). d) (1 points) Find E[Z) and Var(2). e) (1 points) Find P(Z > 3).