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2. Let X be a length-3 Gaussian random vector with expectation vector and covariance matrix 09 PX = Cx = 4 09 O 2 Let

2. Let X be a length-3 Gaussian random vector with expectation vector and covariance matrix 09 PX = Cx = 4 09 O 2 Let the length-2 random vector Y be 2 Y = 0) X. Find My, Cy, pri, Y2, and P[Y1

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