I'm working my assignment and it's a really odd assignment to me. For:-
- Show $\Sigma$ given by (1) is qualified as a covariance matrix. I don't know if there is a qualification criteria for a covariance matrix?
- Find distribution of $(x_1, x_3)$; Is there any theorem for the distribution of a row in a normal distributed data?
- distribution of $x_{12}$.Is there any theorem for the distribution of a point in a normal distributed data?
Could anyone give me some hints or related materials? Thanks : )