mabdulahad
Newbie level 3
4) you have a 3x1 vector x of three i.i.d. Gaussian random variables.
you have a matrix A which is k x 3, where k=2, 3, 4, and in all cases the
coefficients of A are such that its rank is the minimum between k and 3.
Write the joint p.d.f. of y=Ax for al the values of k.
(Note: k=2,3 are easy but k=4 requires some thought)
you have a matrix A which is k x 3, where k=2, 3, 4, and in all cases the
coefficients of A are such that its rank is the minimum between k and 3.
Write the joint p.d.f. of y=Ax for al the values of k.
(Note: k=2,3 are easy but k=4 requires some thought)