Skip to content
Q35Section ST (Statistics (Q11–Q65))35 of 65

Conditional variance in a trivariate normal

Let (X1,X2,X3)T(X_1, X_2, X_3)^T follow a trivariate normal distribution with mean vector μ\mu and covariance matrix Σ\Sigma given by μ=(1,1,1)T\mu = (1, 1, 1)^T and Σ=(211 121 112)\Sigma = \begin{pmatrix} 2 & 1 & 1 \ 1 & 2 & 1 \ 1 & 1 & 2 \end{pmatrix}. Then Var⁡(X1∣X2=1,X3=−1)\operatorname{Var}(X_1 | X_2 = 1, X_3 = -1) equals ________ (rounded off to two decimal places).

Numerical answer: type the number (no options).

Type your answer and check it.