programming assignment in Python

Problem 1 (Multivariate Normal for Regression) (15+25=40 points) One interesting application of multivariate normal (VN) random variables is to solve regression tasks. In this problem, you will implement a simple MVN-based predictor that predicts the outputs of the testing queries based on the training data. Specifically, let Drain = {(+1.1). (12:32), (189)} be the training dataset and let Deest = {1x+1+IN+} be the testing queries. The goal is to predict {N+ 1-9N+2) that correspond to (IN+IN+*}: (a) As a prep work, please show the following property that we discussed in class: Let 24.2. be a pair of bivariate normal random variable with mean , variance of a, and correlation coefficient p. Show that conditioned on that 2 = 21, the conditional distribution of Z, is normal with mean 42+ and variance (1 - po