Q 6.2. Let X = (X1, X2, X3) μx = MVN (ux, Ex) where -3 (1) and Ex= (a) Compute the moment generating function Mx(t) of X. (b) Compute E(X₁X₂). (c) Let Y₁ Y₂ = Y3 Compute the distribution of Y = (Y₁, Y2, Y3)T. = 6 -2 -2 = -2 -2 2 1 1 1 3X2 X3 + 1 X₁ X₂ X3 X₁ + 2X2 - 2.

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A: Let  where

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A: Given,  where  and

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A: * SOLUTION :-  From the above given information we answered as follows

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A: The solution of the required question is as given in steps below.

Q: Q 6.2. Let X = (X₁, X2, X3)¹ ~ MVN (ux, Ex) where -3 7²) μχ = Compute the distribution of Y and Ex =…

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