1
$\begingroup$

Suppose $Y$ ~ $N_{3}(\mu,\sum)$

Let $ \mu= \begin{bmatrix} 1 \\ 4 \\ 8 \end{bmatrix}$ and $ \sum= \begin{bmatrix} 1 & 1 & 1 \\ 1 & 8 & 2 \\ 1 & 2 & 6 \end{bmatrix}$

Let $X=3Y_{1}-4Y_{2}+Y_{3}$

What is the distribution of $X$? I know it reduces to a scalar but I am not quite sure exactly how to compute the matrix operations to get there.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.