In Sections $2\mathrm{.}3\mathrm{.}1$ and $2\mathrm{.}3\mathrm{.}2,$ we considered the conditional and marginal distributions$$for a multivariate Gaussian. More generally, we can consider a partitioning$$of the components of x into three groups xa$,$ xb$,$ and xc$,$ with a corresponding partitioning$$of the mean vector $\backslash$mu and of the covariance matrix $\backslash$Sigma in the form$.$ By making use of the results of Section $2\mathrm{.}3,$ find an expression for the conditional$$distribution p$($xa$|$xb$)$ in which xc has been marginalized out.