# Question: A vector random variable X has a mean vector and

A vector random variable, X, has a mean vector and correlation matrix given by

A new random vector is formed according to where the matrix is given by

Find the mean vector, correlation matrix and covariance matrix of Y.

A new random vector is formed according to where the matrix is given by

Find the mean vector, correlation matrix and covariance matrix of Y.

## Answer to relevant Questions

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