Suppose x is a D-dimensional vector with Gaussian distribution N(x|mu, epsilon) and then we partition x into two disjoint subsets x_a and x_b: x = {x_a x_b) Corresponding partitions of the mean vector mu: mu = (mu_a mu_b) We call p(x_a|x_b) as conditional distribution and p(x) = p(x_a, x_b) as joint distribution. Prove that if two sets of variables are jointly Gaussian, then the conditional distribution is Gaussian too