Suppose that {X1, X2, X3} are statistically independent Gaussian random variables with P₁ = E{X₁} = 0 and var (X₁) = o2 for i = 1, 2, 3. a) Are (X1, X2, X3} jointly Gaussian? Please explain. Find the joint pdf of the three random variables. b) Let Y₁ (2) -(17¹) (X₂) explain. = c) Find cov(Y2, X2). Are {Y₁, Y2} statistically independent? Please

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