Question: 4. (20 points) Let X ~ MVN (u,E). Partition X as x-(x) Show that if 12 = 0, X1 and X2 are independent.

4. (20 points) Let X ~ MVN (u,E). Partition X as x-(x)

4. (20 points) Let X ~ MVN (u,E). Partition X as x-(x) Show that if 12 = 0, X1 and X2 are independent.

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