Question: Problem # 8: Suppose the average temperatures at (j AM, 12 AM, and (j PM are jointly Gaussian RVs (Xl, X2, XN) with variance

Problem # 8: Suppose the average temperatures at (j AM, 12 AM, and (j PM are jointly Gaussian RVs (Xl, X2, XN) with variance 16 degrees (Fahrenheit). The covariance matrix is: E [16 12.8 11.2; 12.8 16 12.8; 11.2 12 8 161 The average temperatures are 50, 62, and 68 degrees, respectively. i) Specify the joint pdf of Xl and X2. ii) Specify the joint pdf of the three random variables Yl, Y2, Y3, which represent the temperature variables in degrees Celsius.

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