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Let X1 ~ N(0, 1), X2 = 3X1, and X = (X1, X2) . (a) (3 points) Is the random vector X Gaussian? (b) (3

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Let X1 ~ N(0, 1), X2 = 3X1, and X = (X1, X2) ". (a) (3 points) Is the random vector X Gaussian? (b) (3 points) Find its covariance matrix Zy. (c) (4 points) Does X have a density

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