Question: Need Solution 6. [20] Consider the three-dimensional normal distribution p(r|w) ~ N(u, E) where / = and >= O 19190 0,5 . Find the probability

Need Solution

6. [20] Consider the three-dimensional normal distribution p(r|w) ~ N(u, E) where / = and >= O 19190 0,5 . Find the probability density at the point * = . Construct the whitening transformation Aw. Derive your A and & matrices. Next, convert the distribution to one centered on the origin with covariance matrix equal to the identity matrix, p(x|w) ~ N(0, I)

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