ABSTRACT

We use Theorem 1.3.1, where now we deal with the column vector https://www.w3.org/1998/Math/MathML"> [ p t q t ] https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780203180754/695bd69b-d1f9-4baf-8f3a-2907edb27a88/content/inline-math_624_B.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> in place of the row vector (x, y). We need to compute the mean and variance of this column vector. The mean is given by https://www.w3.org/1998/Math/MathML"> E [ p t q t ] = [ β 2 β 1 + γ 1 β 2 ] https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780203180754/695bd69b-d1f9-4baf-8f3a-2907edb27a88/content/math_1416_B.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>