Question: D 8.5.4 Let X be a Gaussian (#x. Cx) ran- dom vector. Given a vector a, find the ex- pected value and variance of

D 8.5.4 Let X be a Gaussian (#x. Cx) ran- dom vector.

D 8.5.4 Let X be a Gaussian (#x. Cx) ran- dom vector. Given a vector a, find the ex- pected value and variance of Ya'X. Is Y a Gaussian random variable?

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