Let X = (X1,X2,X3) followanormaldistributionon R3 with expectation 0 and covariancematrix where a R. a) Forwhichvaluesof

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Let X = (X1,X2,X3)⊤ followanormaldistributionon R3 with expectation 0 and covariancematrix

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where a ∈ R.

a) Forwhichvaluesof a is Σ

(a) a validcovariancematrix?

b) Whatisthedistributionof Y = 2X1 − X3?

c) Showthatthedistributionisof X is singularif a = 2(√2 − 1).

d) Findthesupportofthedistributionof X for thecase a = 2(√2 − 1).

e) Determinethesetofvalidconcentrationoperatorsfor Σ

(a) when a = 2(√2−1).

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