Question: plz solve fast Q3: Given the Gaussian random vector X in the 3-dimentional with expected value #x = (4 8 6]' and covariance Cx =

plz solve fast

plz solve fast Q3: Given the Gaussian random vector X in the

Q3: Given the Gaussian random vector X in the 3-dimentional with expected value #x = (4 8 6]' and covariance Cx = -2 4 -2 . Consider Y = AX + b. where A = 1/2 2/31 -1/2 2/3 and b = [-4 -4 - 4)'. 1 Analyze X and Y random vector using the correlation matrix, Ry. Ry. and the correlation coefficient p. Explain relationship between X and Y

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