00:01
Hello students, today we will discuss about this question.
00:04
In this question we are given that x1, x2, x3 and x4 are independent zero mean unit variants.
00:17
Gaussian random variables let here y1 is equals to x1 plus x2, y2 is equal to x2 plus x3, y3 is equal to x3 plus x3, y3 is to find the we need to write down the covariance matrix the covariance matrix of y is equals to question mark that is y is equal to y1 y2 y3 transpose and joint pdf joint pdf of y that is equals to question mark so here first of all here we we can say that xi, that is normally distributed over 0 ,1, and i, that is equals to 1 ,24, and x1, x2, x3, x4 are independent.
01:23
So therefore, y1 is equal to, we can write variance of y1, that is equals to variance of x1 plus x2, that is equals to variance of x1 plus variance of x1 plus variance of x1, that is equals to 1 plus 1 is equal to 2.
01:42
So therefore, same is variance of y2, that is equal to variance of x2 plus x3, that is equals to 2...