# Question: Let X1 X2 and X3 be a set of three

Let, X1, X2, and X3 be a set of three zero- mean Gaussian random variables with a covariance matrix of the form

Find the following expected values:

(a) E [X1| X2 = x2, X3 = x3]

(b) E [X1X2 | X3 = x3]

(c) E [X1 X2 X3]

Find the following expected values:

(a) E [X1| X2 = x2, X3 = x3]

(b) E [X1X2 | X3 = x3]

(c) E [X1 X2 X3]

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