Let X N3(0, I3) and define Y = a + BX, where a) Whatisthedistributionof Y ?

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Let X ∼ N3(0, I3) and define Y = a + BX, where

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a) Whatisthedistributionof Y ?

b) Whichofthepairs (Y1, Y2), (Y1, Y3), and (Y2, Y3) are independent?

c) Showthatthedistributionof Y is singularandidentifythesupportofthedistri-
bution.

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