Question: help please If X = [X1, X2, X3] has a multivariate normal distribution with mean vector 0 and covariance matrix 1 0.8 -0.4 0.8 1

 help please If X = [X1, X2, X3] has a multivariate

help please

normal distribution with mean vector 0 and covariance matrix 1 0.8 -0.4

If X = [X1, X2, X3] has a multivariate normal distribution with mean vector 0 and covariance matrix 1 0.8 -0.4 0.8 1 -0.56 -0.4 -0.56 1 (a) Compute the multiple correlation between X, and [X2, X3]'. (b) Compute the partial correlation between X] and X3 given X2

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