2.40. (Sec. 2.5) Let (Xl' Xz) have the density n (xl 0, I) = I(xl , x2 ). Let the density of Xl given Xl =xl be f(x2Ixl)' Let the joint density of Xl' X 2• X3 be I(XI' xz)/(x3Ix l)' Find the covariance matrix of Xl. X 2• X3 and the partial correlation between X 2 and X3 for given XI'