All Questions
17
questions
7
votes
2
answers
208
views
How can I find $\text{Cov}(X_k,X_5)$
There are $10$ empty boxes numbered $1, 2, \dots , 10$ placed sequentially on the circumference of a circle.We perform $100$ independent trials. At each trial, one box is selected with probability $\...
- 941
5
votes
2
answers
614
views
Covariance of $\mathbf{x}$ and $\mathbf{x}^\prime A \mathbf{x}$ when $\mathbf{x} \sim N_{m}(\mu, \Sigma)$
This is part of problem 5.23 in A First Course in Linear Model Theory, Dey and Ravishanker. It was on a previous midterm and I didn't know how to do it, but now I am studying for the final and would ...
- 1,422