Question: Let the random vector x follows a normal distribution, say, x~N4 (, ), with 20 16 12 12 16 20 12 12 12 12

Let the random vector x follows a normal distribution, say, x~N4 (,

Let the random vector x follows a normal distribution, say, x~N4 (, ), with 20 16 12 12 16 20 12 12 12 12 20 16 12 12 16 20/ Then l = c) Denote x = /25 25 27 25/ = (u) where u = (x), v= = (x). Then write down the probability distributions of u and v along with their correct mean vectors and covariance matrices.

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