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Chapter 7
Complete the following 9 problems:
- Exercise 7-16, p. 325
- Hint: For this problem, use the identity Cov(aTX,bTX)=aTVar(X)b=aTVb. This is a generalization of the result that Var(aTX)=Cov(aTX,aTX)=aTVa.
- Exercise 7-24, p. 327
- Exercise 7-50, p. 359
- Exercise 7-56, p. 360
- Exercise 7-61, p. 368
- For this and the following problem, see the list of properties of Gaussian random vectors in the green box on page 363 of Asimow & Maxwell.
- Exercise 7-64, p. 368
- Exercise 7-65, p. 370
- Exercise 7-66, p. 371
- Sample Exam Problem 20, p. 376