Let X = N(μ, A), where 2 3 -2 1 -0) --(9) -- (₁) and A = -2 20 1 02 Determine the conditional distribution of X₁ X3 given that X₂ = -1.

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Let X EN(μ, A), where
3 2 1
-- () ---(B)
fl= 0
and A =
-2 20
1 02
Determine the conditional distribution of X₁ X3 given that X₂ = -1.
Transcribed Image Text:Let X EN(μ, A), where 3 2 1 -- () ---(B) fl= 0 and A = -2 20 1 02 Determine the conditional distribution of X₁ X3 given that X₂ = -1.
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