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Q53Section ST (Statistics (Q11–Q65))53 of 65

Quadratic forms of a singular multivariate normal

Let X=(X1,X2,X3)TX = (X_1, X_2, X_3)^T be a 3-dimensional random vector having multivariate normal distribution with mean vector (0,0,0)T(0,0,0)^T and covariance matrix Σ=(400 090 004)\Sigma = \begin{pmatrix} 4 & 0 & 0 \ 0 & 9 & 0 \ 0 & 0 & 4 \end{pmatrix}. Let αT=(2,0,−1)\alpha^T = (2, 0, -1) and βT=(1,1,1)\beta^T = (1, 1, 1). Then which of the following statements is/are correct?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

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