Suppose Y is N4(μ,Σ), where μY=⎣⎡−23−15⎦⎤,ΣY=⎣⎡11−839−89−363−3239639⎦⎤ a) (10 pts) Find the distribution of Z=4Y1−2Y2+Y3−3Y4. b) (10 pts) Find the joint distribution of Z1=Y1+Y2+Y3+Y4 and Z2=−2Y1+3Y2+Y3−2Y4. c) (10pts) Find the distribution of Y3.
