Question: 9. Let X be a three dimensional normal with mean and covariance SetY=XI+X2 XgandY2 distribution of Yl given that Y2 Xl + Xg. Determine

9. Let X be a three dimensional normal with mean and covariance SetY=XI+X2 XgandY2 distribution of Yl given that Y2 Xl + Xg. Determine the conditional
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