Question: 3. (7 mk) Let X = (X1, X2, X3)' be distributed as Na(A, E), where A = (1, -1, 2)' and 4 0 -1 E

3. (7 mk) Let X = (X1, X2, X3)' be distributed as Na(A, E), where A = (1, -1, 2)' and 4 0 -1 E 0 0 0 2 Which of the following random variables are independent? Explain. (a) (1 mk) X1 and X2; (b) (1 mk) X1 and X3; (c) (1 mk) (X1, Xa)' and X2; (d) (2 mk) (X1 + X2)/2 and X3; (c) (2 mk) X1 and X1 + 3X2 -2X3

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