Question: Please help me with the following questions Jointly Gaussian Random Vanable Let Y = denote a Gaussian random vector with mean My [0, b] T

Please help me with the following questions

Jointly Gaussian Random Vanable Let Y = denote a Gaussian random vector with mean My [0, b] T and covariance Ey (44 for some b E fR . Verity J. is a valid covariance matrixExercise 1. Jointly Gaussian random variables. Let X and Y be jointly Gaussian random variables with pdf fx, y (x, y) = e- z(3x2+16 y2. y'+ ;xy-8x-16y+16) 7 3/4 Find E(X ), E(Y), Var(X), Var(Y ), Cov(X, Y).5.108. Let h(x, y) be a joint Gaussian pdf for zero-mean, unit-variance Gaussian random vari- ables with correlation coefficient p . Let g(x, y) be a joint Gaussian pdf for zero-mean. unit-variance Gaussian random variables with correlation coefficient pz # p. Suppose the random variables X and Y have joint pdf fxy(x. y) = {h(x, y) + g(x. y) }/2. (a) Find the marginal pdf for X and for Y. (b) Explain why X and Y are not jointly Gaussian random variables

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