muaythai2006
Newbie level 6
Hello guys, I have some hw problems I couldn't figure out how to do it. I would reall appricate very much if you guys can help me out...If you dun know how to solve it, you can tell me what the question is asking for.. Thanks
1) Find biased linear transformations of the random vector W where m(the mean of W)=0 and Kw=I, such that the resultant random vector Y have the following moments:
(a) Use Cholesky decomposition here: my=[1 2 3]^T and Ky=[1 1 1;1 2 2; 1 2 3]
(b) Use eigenvalue-eigenvector here: my=[0 0 0]^T and Ky=[9 6 12;6 4 8; 12 8 16]
(c) For each of the above, determine whether or not any random variable in the Y random vector can be described as a deterministic function of the other variables in the vector. Exhibit the relationship.
1) Find biased linear transformations of the random vector W where m(the mean of W)=0 and Kw=I, such that the resultant random vector Y have the following moments:
(a) Use Cholesky decomposition here: my=[1 2 3]^T and Ky=[1 1 1;1 2 2; 1 2 3]
(b) Use eigenvalue-eigenvector here: my=[0 0 0]^T and Ky=[9 6 12;6 4 8; 12 8 16]
(c) For each of the above, determine whether or not any random variable in the Y random vector can be described as a deterministic function of the other variables in the vector. Exhibit the relationship.