The standard normal distribution has 68% of its probability within one standard deviation of the mean. Since z2 is bounded between 0 and 1, the percentage probability is 68%.
Let \( (X, Y)^T \) follow a bivariate normal distribution with \[ E(X) = 2, \, E(Y) = 3, \, {Var}(X) = 16, \, {Var}(Y) = 25, \, {Cov}(X, Y) = 14. \] Then \[ 2\pi \left( \Pr(X>2, Y>3) - \frac{1}{4} \right) \] equals _________ (rounded off to two decimal places).
Let \( \{ X_n \}_{n \geq 1} \) be a sequence of independent random variables with \[ \Pr(X_n = -\frac{1}{2^n}) = \Pr(X_n = \frac{1}{2^n}) = \frac{1}{2}, \quad \forall n \in \mathbb{N}. \] Suppose that \( \sum_{i=1}^{n} X_i \) converges to \( U \) as \( n \to \infty \). Then \( 6 \Pr(U \leq \frac{2}{3}) \) equals ___________ (answer in integer).
For \( Y \in \mathbb{R}^n \), \( X \in \mathbb{R}^{n \times p} \), and \( \beta \in \mathbb{R}^p \), consider a regression model \[ Y = X \beta + \epsilon, \] where \( \epsilon \) has an \( n \)-dimensional multivariate normal distribution with zero mean vector and identity covariance matrix. Let \( I_p \) denote the identity matrix of order \( p \). For \( \lambda>0 \), let \[ \hat{\beta}_n = (X^T X + \lambda I_p)^{-1} X^T Y, \] be an estimator of \( \beta \). Then which of the following options is/are correct?
Let \( X = (X_1, X_2, X_3)^T \) be a 3-dimensional random vector having multivariate normal distribution with mean vector \( (0, 0, 0)^T \) and covariance matrix
\[ \Sigma = \begin{pmatrix} 4 & 0 & 0 <br> 0 & 9 & 0 <br> 0 & 0 & 4 \end{pmatrix}. \]
{Let } \( \alpha^T = (2, 0, -1) \) { and } \( \beta^T = (1, 1, 1) \).
Then which of the following statements is/are correct?