PKH 1) (30 Points) Let X ~ N4 (M, E) with MT = [2 1 1 0] and AWN WA W E= WWNH - NWO 2 3 Let X1 = Xz X2 = Xx. a) Find distributions of X, and X2. b) Find the distribution of 2X1 Y = X1 + 2X2 LX3 + X4 c) Find the distribution of X1 given X2 = (X3, X4)T