Question: can anyone help with this question pleaseeee!!!! Assume the random vector X = (X1, X2, X3, X4)' is multivariate normal with mean / = and
can anyone help with this question pleaseeee!!!!

Assume the random vector X = (X1, X2, X3, X4)' is multivariate normal with mean / = and covariance 1 0 N 1 2 O 1 matrix given by 2x = 0 1 -2 2 1 2 16 (i) Find the conditional distribution of X3 given X2 = 1. Give a reason for your answer. [2 marks] (ii) Find the distribution of (X1, X2, X3)' . [3. marks] (iii) Find the distribution of (X,, X2)' given X4 = 3. [5 marks] (iv) Find the joint distribution of Y, and Yz if Y, = X, + X2 and Y2 = X3 + X4 . [5 marks] X1 Xz (v) Find P(a'X > 3) where, a = and X = [5 marks] X - XA
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