Continuous Random Variables - II Consider a random vector consisting of 3 random variables as follows: - X1N(0,1) - X2N(1,1) - X3N(1,2) In addition, the covariances are: - 12=0.5 - 13=0 - 23=0.5 For the questions that follow, use the information above to construct in R: - The mean vector - The covariance matrix Use these two objects to answer the following about random variables: - Z1=X1+X2+X3 - Z2=X1+2X23X3 Technical note: Assume that X1,X2,X3 are jointly normal. 35 1 point What is the mean of Z1 ? 36 What is the mean of Z2 ? 371 point What is the variance of Z1 ? 38 What is the variance of Z2 ? 39 1 point What is the covariance between Z1 and Z2 ? 1 point Z1 and Z2 have a distribution