Hey tttcomrader.
What part of R^3 describes this linear equation involving X1, X2, and X3? (Hint: It will be on a plane in 3 dimensional space with two independent parameters).
Let have covariance matrix .
Note that , so have rank 2. If and has a multivariate normal distribution, describe the range of X.
Solution so far:
Now, since , I have:
So I need to find out when does that happens, but I'm kind of stuck at the moment, any help please? Thanks!
Hey tttcomrader.
What part of R^3 describes this linear equation involving X1, X2, and X3? (Hint: It will be on a plane in 3 dimensional space with two independent parameters).