Question: 1. Suppose the random vector X' = [X1, X2, X3] has a multivariate normal distribution with mean u' = [1, 2, 2] and covariance matrix

1. Suppose the random vector X' = [X1, X2, X3] has

1. Suppose the random vector X' = [X1, X2, X3] has a multivariate normal distribution with mean u' = [1, 2, 2] and covariance matrix 4 2 E = 2 6 O 0 Specify the conditional distribution of (a) X1, given that X2 = x. (b) X3, given that X2 = x. (c) X2 - X1, given that X3 = 3

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