Given the Gaussian random vector X in 8.5.1, Y = AX + b ,
Chapter 8, Problem 8.39(choose chapter or problem)
Given the Gaussian random vector X in 8.5.1, Y = AX + b , where 1/2 - 1/2 2/3] 2/3 and b = [-4 -4] '. Calculate (a) the expected value y , (b) the covariance Cy, ( c) the correlation R y , ( d) the probability that - 1 < Y2 < 1.
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