Question: Can anyone find the joint density and the expectations ? b) X and W are independent n and m - dimensional Gaussion random vectors with

Can anyone find the joint density and the expectations ?

Can anyone find the joint density and the expectations ? b) X

b) X and W are independent n and m - dimensional Gaussion random vectors with X ~ N(m,E), W ~ N(0,Q) and Y = CX + W, YER", m <.>

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