please help with all 5 parts

2. Let X = [X1 X2 ... X,]' be multivariate normal with mean vector / and covariance matrix 2. Assume n > 3 and > has at least one non-zero off- diagonal element. State whether each statement is true or false. Justify each answer briefly. (1) Each X, is a linear combination of independent standard normals. (ii) Each X, has a normal distribution. (iii) Each X, is independent of X, for all j # i. (iv) Let a, b, and c be constants. aX] + bX2 + c is normally distributed. (v) Let a, b, and c be constants. The joint distribution of aX, + bX2 + c and X3 is multivariate normal