Question: l. {10 pts} Let X], . . A , X3, be a random vector sample of size n = 30 from a multivariate normal distribution

l. {10 pts} Let X], . . A , X3,\" be a random vector sample of size n = 30 from a multivariate normal distribution N;(j1,E}, having mean vector pi and covariance matrix E. Specify.r each of the following completely {that is, the distribution names and parameters), and justify.r your answers. 1. The distribution of was ,u} 2. The distribution of (X. p}'E'1(X] p) 3. The distribution of (n USA

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