6.26 Using the definition of a conditional pdf given by Equation (6.62) and the expressions for the marginal and joint Gaussian pdfs, show that for two jointly Gaussian random variables X and Y, the conditional density func- tion of X given Y has the form of a Gaussian density with conditional mean and the conditional variance given by Po E(XY) = m. + X ( Y - my) Ov and var(X |Y) = 02 (1 - p3) respectively