Consider a multivariate normal distribution X (X, X, X)~ N(E) with = - ( 0 (0,0,0)...

 

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Consider a multivariate normal distribution X (X, X, X)~ N(E) with = - ( 0 (0,0,0) and = 1 0.9 0 0.7 0.7 1 0.9 1 (a) Find the probability P(X1 + X2 + X3 <3). (b) Examine the independence among X, X2, and X3. Consider a multivariate normal distribution X (X, X, X)~ N(E) with = - ( 0 (0,0,0) and = 1 0.9 0 0.7 0.7 1 0.9 1 (a) Find the probability P(X1 + X2 + X3 <3). (b) Examine the independence among X, X2, and X3.