Question: Be thorough and clear. Consider the random vector X = (X1, Xa, X,)' where X, is has an exponential den- sity with mean 1, X,

Be thorough and clear.

Consider the random vector X = (X1, Xa, X,)' where X, is has an exponential den- sity with mean 1, X, has a uniform density with mean 2, and X, has a Gaussian density with mean 3. Suppose that the covariance matrix for X is Find the variance of X, + X, + Xs

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