Question

In: Statistics and Probability

You have data that is bivariate normal. Give estimates for the covariance matrix, mean vector, and...

You have data that is bivariate normal. Give estimates for the covariance matrix, mean vector, and correlation matrix. x_1=[3.7,-1.6,-.6,.8] and x_2=[.7,1.7,5, 7]

Expert Solution

Let

Where

= Covariance matrix

X1	X2	X1^2	X2^2	X1*X2
3.7	0.7	13.69	0.49	2.59
-1.6	1.7	2.56	2.89	-2.72
-0.6	5	0.36	25	-3
0.8	7	0.64	49	5.6
2.3	14.4	17.25	77.38	2.47

Mean Vector is given by

Covariance matrix is given by

Correlation matrix is given by

orchestra answered 2 years ago

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