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3 Suppose for a dataset X you have a multivariate normal distribution () ~ (, ) and is projected onto a new space with the
3 Suppose for a dataset X you have a multivariate normal distribution () ~ (, ) and is projected onto a new space with the eigen vector matrix W. Calculate the distribution of this 1 projection given the following values: = [[2] [3]], = [[1 0.5] [0.5 2]], = [[1] [2]]
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