Let X, y, and U be jointly normal zero-mean random variables with variances Problem 1 4, 2, and 1, respectively, such t...

Question

Question

Let X, y, and U be jointly normal zero-mean random variables with variances Problem 1 4, 2, and 1, respectively, such that E

Answer 1

Answer #1

$*, \ ard U and I vm(A) Cov (X, u)//41。 .Cov ( x, y, 物(8)-, ((i) 2. 6 5 39$ 5 3 9 0.85子1-1 t. 285千 / 1.5귀4-11- 17H) 0.8571 2t)spメ2.64 S8

Answer 2

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