3) Let X have a three-dimensional normal distribution with mean vector and covariance matrix given by: NINIY NIANIA M = and A = NIH O O Let Y1 = X2 + X3 and Y2 = X1 + X3 and Y3 = X1 + X2. Find the distribution of Y. Hint: Determinant of a 3x3 matrix: |A| = a(ei - fh) - b(di - fg) + c(dh - eg) a b A = d 0 0 If a matrix can be partitioned as follows: A = 0 a then the inverse can be found C d O O as: A 1 = O JAI