There is a Gaussian random vector (X, Y, Z) which of parameters are Cov(X, Z) Cov(Y,Z) VarZ VarX Cov(X, Y) Cov(X, Z) Cov

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There Is A Gaussian Random Vector X Y Z Which Of Parameters Are Cov X Z Cov Y Z Varz Varx Cov X Y Cov X Z Cov 1 (80.21 KiB) Viewed 12 times

There is a Gaussian random vector (X, Y, Z) which of parameters are Cov(X, Z) Cov(Y,Z) VarZ VarX Cov(X, Y) Cov(X, Z) Cov(X, Y) Vary Cov(Y,Z) - 1 -1 0 -1 9 -5 0 -5 4 • Let S = X + Y + Z. Find ES4. ● Find a and 3 such that (X + aS), (Y + BS) are independent of S (*) - Additional 5 points. Find E((X + 1)Y|S). EX EY EZ -8. 0