http://img16.imageshack.us/img16/7703/ass1lx.jpg

I know that since n = 3 and mu = 0.

I've never used the multivariate normal distribution. My prof just derived it, but never taught us how to use it.

Any help would be appreciated.

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- October 6th 2009, 03:58 PMstatmajorMultivariate Normal Distribution
http://img16.imageshack.us/img16/7703/ass1lx.jpg

I know that since n = 3 and mu = 0.

I've never used the multivariate normal distribution. My prof just derived it, but never taught us how to use it.

Any help would be appreciated. - October 6th 2009, 09:55 PMmatheagle
You may think this is a multivariate problem, but it isn't

Just find the distribution of

where - October 7th 2009, 02:21 PMstatmajor
W is a chi-squared distribution with 3 degrees of freedom.

If that's true, what do I do with? - October 7th 2009, 03:28 PMmatheagle
why don't you get the square root of 15.36 and do it directly?

REMEMBER x^2>4 is x>2 OR x<-2.

I'm not sure about this chi-square 3 thingy

It's not X_1^2 +X_2^2.... - October 7th 2009, 05:15 PMstatmajor
So I did what you said:

Can I do the following:

+ +

and - October 7th 2009, 08:24 PMmatheagle
- October 16th 2009, 09:01 AMstatmajor
Sorry to bother you again (and sound like an idiot), but I still can't figure out what what W is.

It's probably something simple, but just can't get it.

Sorry.