Suppose that X, Y and Z are three jointly normally distributed random variables with E[X] = 0, E[Y] = 1, E[Z] = 2 and the variance-covariance martrix of (X, Y, Z) is 10 0 1 Var [] = [] 10 2 1 2 10 (i) Estimate X given that Y = 0.5 and Z = -3 using an unbiased minimum variance estimator. (ii) Determine the variance of the above estimator. (b) IntelliMoto is car manufacturer that produces vehicles equipped with a fault detection system that uses information from various sensors to inform the driver about possible faults in the braking system. The system diagnoses faults correctly with probability 99%, but gives false alarms with probability 2%. It is known that such faults occur with probability 0.05%. If the system diagnoses a fault, what is the probability a fault has actually occured?
