Question: How can I solve for 1d below? What are the steps involved? 1. Let X1' = [X1,X2,X3] have a multivariate normal distribution with mean if
How can I solve for 1d below? What are the steps involved?

1. Let X1' = [X1,X2,X3] have a multivariate normal distribution with mean if = [1,2, 1] and covariance matrix 8 0 1 E: 0 2 0 1 O 5 Which of the following random variables are independent? Explain. ((1) X1 and X1+X2+X3
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