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Problem II . Linear Gaussian System ( 1 0 points ) Consider Y = A x + V , where x and V are Gaussian,

Problem II. Linear Gaussian System (10 points)
Consider Y=Ax+V, where x and V are Gaussian, (m0,0(0,-1I|)|).
What are the conditional distribution, (x|), the joint distribution p(Y,x), the marginal distribution, p(Y), the posterior distribution, |)=(y,,m0,0, the posterior predictive distribution, |)=(y,,m0,0, and the prior predictive distribution, (,m0,0|), respectively?
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