Question: Assume n continuous random variables {X1, X2, - - - , Xn} jointly follows a multivariate Gaussian distribution No: | p, 2). a) For any

Assume n continuous random variables {X1, X2, - - - , Xn} jointly follows a multivariate Gaussian distribution No: | p, 2). a) For any random variable X.- (Vi), derive its marginal distribution p(X,-)

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