Question: Question 5: using f(p()) = ff(p()[p))f(p))dp), verify that f(p()) is the density of a bivariate Gaussian distribution and compute its mean and covariance matrix. Detail

Question 5: using f(p()) = ff(p(")[p))f(p))dp), verify that f(p()) is the density of a bivariate Gaussian distribution and compute its mean and covariance matrix. Detail how you obtain the final result. (4 Marks)

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