Problem 4. For Ye vectors of dimension n x 1 and B an n x n matrix, consider the model:I-B)Y -p)=¢such that:(S1) (I — B) is nonsingular(S2) €~ N(0,A), where A is diagonal with positive...

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Problem 4. For Ye vectors of dimension n x 1 and B an n x n matrix, consider the model: I-B)Y -p)=¢ such that: (S1) (I — B) is nonsingular (S2) €~ N(0,A), where A is diagonal with positive elements (83) bi; =0 Vi (a) Write the expression of the above model in the form ¥; =... to show that the model specifies that each element of Y depends on the other elements of ¥ according to the elements of B, except that the i" element does not depend on itself. (b) Find E[Y]. (c) Find Var(Y). (d) Show that Var(Y) is positive definite for any B defined as above.