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4.4. Let x be N3fy..2) with p.' = [2. 3, 1] and 2: FF 1 1 3 2 2 2 (:1) Find the distribution of

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4.4. Let x be N3fy..2) with p.' = [2. 3, 1] and 2: FF\" 1 1 3 2 2 2 (:1) Find the distribution of 3X1 2X2 + X3. (b) Relabel' the variables if necessary. and find a 2 x 1 vector at such that X; and X2 - a'[:l] are independent. 3

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