Let X and Y be jointly Gaussian random variables with E[X]=1, E... | Filo
Let X and Y be jointly Gaussian random variables with E[X]=1, E... …
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Let X = (X. Xz. X3) be the jointly Gaussian random variables with mean vector and covariance matrix given by: 3/2 1/2 MX Kx 2 1/2 3/2 (a) Find the pdf of X in matrix notation. (b) Find the pdf of X using the quadratic expression in the exponent: (c) Find the marginal pdfs of X1, Xz, and Xz. (d) Find transformation such that the vector AX consists of independent Gaussian random variables (e) Find the joint pdf of Y.
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