Uppose we form a new random variablenbsp z by performing a
Consider a vector of N random variables Suppose we form a new random variable Z by performing a weighted average of the components of . That is,
Find the values of the constants bI such that the variance of Z is minimized.
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letnbspnbsprepresent an n-dimensional vector of random variables that is uniformly distributed over the regionnbspthat
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consider a vector of n random variablesnbspnbspsuppose we form a new random variablenbsp z by performing a weighted
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a random vector is generated by rolling a die and observing the outcome the components of the random vector are
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