Question: The random vector X has a three-dimensional normal distribution with expectation 0 and covariance matrix A given by 1 2-1 A = 2 4 0

The random vector X has a three-dimensional normal distribution with expectation

The random vector X has a three-dimensional normal distribution with expectation 0 and covariance matrix A given by 1 2-1 A = 2 4 0 -1 0 Find the distribution of X3 given that X1 = 1

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