Can you please help me with a detailed solution to this problem.?

a. What is the form of p(ro, x1,.,x7)? Justify your answer (you do not have to explicitly compute the joint distribution). b. Assume that p(at | y1, . . .;y.) = N(At, Et). 1. Compute p(It+1 | 91, . . ., yt). 2. Compute p(It+1, yt+1 | y1, . . .. .). 3. At time t+1, we observe the value y +1 = y. Compute the conditional distribution p(at+1 |y1, . . .; y+1).6.5 Consider the time-series model Ctl=Artw, w~N(0, Q) yt = Cattv, v~N(0, R), where w, v are i.i.d. Gaussian noise variables. Further, assume that p(co) = N(Mo, Eo)