Suppose x ~ N(1, 5), x2 xi ~ N(2, 3) and x3 N(2.5, 7), with correlations P1,2 = 0.3, P1.3 = 0.1, and 023 = 0.4. What is the distribution of x1 + x2+x3? x1 + (3 2) + x3? x1 + x2 + (0.5 x3)?

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