Question: 2. Let X be distributed as N3 (u, E), where u' = (1 -1 2) and %3D 4 -1 -1 0 2 Which of

2. Let X be distributed as N3 (u, E), where u' =

2. Let X be distributed as N3 (u, E), where u' = (1 -1 2) and %3D 4 -1 -1 0 2 Which of the following random variables are independent? Motivate your answer. (a) X, and X2 (b) X1 and X3 (c) X2 and X3 (d) (X1, X3) and X2 (e) X, and X, + 3X2 - 2X3

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