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Question: 4.11 Suppose y is N3(u, E), with u and given in Problem

4.10. PROBLEMS 119 (a) Find a vector z su...

4.11 Suppose y is N3(u, E), with u and given in Problem 4.10. PROBLEMS 119 (a) Find a vector z such that z = (T')-'(y - u) is N3(0, I) as in
(4.4). (b) Find a vector z such that z = (£1/2)-1(y – M) is N3(0,I) as in (4.5). (c) What is the distribution of (y – u)'E-'(y – u)?
3 -2 µ = (1). --(441) ( Σ 6 1 --2 13 4
Show transcribed image text 4.11 Suppose y is N3(u, E), with u and given in Problem 4.10. PROBLEMS 119 (a) Find a vector z such that z =
(T')-'(y - u) is N3(0, I) as in (4.4). (b) Find a vector z such that z = (£1/2)-1(y – M) is N3(0,I) as in (4.5). (c) What is the distribution of (y – u)'E-
'(y – u)?
3 -2 µ = (1). --(441) ( Σ 6 1 --2 13 4
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Solnion (1) Using property orf multivar Pate normai all'strebulion SP y NZIM, E), then (10)"19-M) Follows You N3 ! 3. dimensional
munivariate diserabution normal wth menn vec 400 - 0 and dispersion matrix = 17"'&L(T) (TUTET ะ NOLU, ‫ آرارات‬I Dispersion matrex
modeli NOU use pivotal condensation 1 6 -2 13 6:3= Σ D 0 0 4 4 0 0 0 SR 1 to a 456 1156 / 6 6:05 ::: Σ 0 Yo 13 4 0 4.56 4
Re: 2 G ; Ast R3 2 음; CS + oc, NT YJE 0 - YE 0 0 이 Σ 1 y 1 0 낑 13 13 0 0. 3 0 Re 비이 농 0 0 X 2 이 Q. 0 0 / ET 0 1 0 0 1838 123) 1 0
0 0 1231 J231 1338 1231 Ca -0.4082 NE 0 0 0 VS -0.29 FRAM |- ) 0 10 -0.3397 1 0 0 9032 Q
R2 - 0534 ٧‫ ا‬0 ‫ م‬11.0736 ‫وح‬- X =0.002 3 -VI Σ ‫ ۔‬JG -0.2791 0 0 0096‫ آ‬337-0- ‫ا) ۔‬s 0 - 0.3377 ۵٠٩‫ا‬bS I 0.82 Hence (10) 0.3333 -0.1667
0.29qL 0 0 -0.3344 0.9651 Hence, ‫ )أحد ہ‬- ‫) اہم‬
‫ رط‬then Agarn Eos positive definite matzen : ‫ کے‬Then, (53) ٨ 2 =‫ "رح‬- ‫ ) کہ )بر‬ty M ‫ عدم‬9-)'‫ع‬-۴) = (‫ اروع ادبی )ع‬using part(b) = 22 ‫ جا‬2 ‫ہ‬
‫ تمریہ ادم‬٩٨ 344 where 200 Ng(0,33 ) = PTUM 0, 1) independently:
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