X = [X1 X2] ' is a Gaussian random vector 'vi th E[X] = [
Chapter 8, Problem 8.45(choose chapter or problem)
X = [X1 X2] ' is a Gaussian random vector 'vi th E[X] = [ 0 0 J' and covariance matrix C x = [ ~ ~] . (a) What conditions must a, b, c, and d satisfy? (b) Under 'v hat conditions (in addition to those in part (a)) are X 1 and X 2 independent? (c) Under 'vhat conditions (in addition to those in part (a)) are X1 and X2 identical?
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer