2. [10] Let .3: ~ NPUJX,E) and l\" ~ NPUJY, 22], where E is a positive denite constant matrix. be independent random vectors. Let Q=3.P2 and jg": ElfF1535\". Answer the following questions: {a} Are [J and 12" independent with each other? Prove your claim. {b} If if and l\" are not independent, does your conclusion for 2(a) still hold in general? ExElain