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  3. 1. for a data set with 3 variables and 3 observati

1. For a data set with 3 variables and 3 observations, suppose Xbar, the sample mean...

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Basic Math

1. For a data set with 3 variables and 3 observations, supposeXbar, the sample mean vector is [5, 3, 4]’. Let b’ = (1 1 1) and c’= (1 2 -3).

The sample covariance matrix is given as, S = ( 13 ?3.51.5;  ?3.5 1 ?1.5 ; 1.5 ?1.5 3 )

(a) Find the sample mean and variance for b’X and c’X.

(b) Find the sample mean and variance for c’X.

(c) Find the covariance between b’X and c’X.

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