Question: Let the vector A be distributed jointly Normal. Let A B B have non - singular covariance matrix > = Z Note that the divisions

Let the vector A be distributed jointly Normal. Let A B B have non - singular covariance matrix > = Z Note that the divisions in the covariance matrix (>) reflect the division of the vector in A and B. Also assume that E [A] = E[B] = 0. Show that E [Y X] = YX-1A

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