Question: X is the 3-dimensional Gaussian random vector with expected value μX = [4 8 6] and covariance Calculate (a) The correlation matrix, RX, (b) The

X is the 3-dimensional Gaussian random vector with expected value μX = [4 8 6] and covariance
X is the 3-dimensional Gaussian random vector with expected value

Calculate
(a) The correlation matrix, RX,
(b) The PDF of the first two components of X, fX1,X2(x1, x2),
(c) The probability that X1 > 8.

4 -2 1 Cx =1-2 4-2 1 -2 4

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