2.28 ( ) www Consider a joint distribution over the variable z =



x y



(2.290)

whose mean and covariance are given by (2.108) and (2.105) respectively. By making use of the results (2.92) and (2.93) show that the marginal distribution p(x) is given (2.99). Similarly, by making use of the results (2.81) and (2.82) show that the conditional distribution p(y|x) is given by (2.100).