6.18 () Consider a Nadaraya-Watson model with one input variable x and one target variable t having Gaussian components with isotropic covariances, so that the covariance matrix is given by σ2I where I is the unit matrix. Write down expressions for the conditional density p(t|x) and for the conditional mean E[t|x] and variance var[t|x], in terms of the kernel function k(x, xn).