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7. Let X Nu, E), where u= 0 and = Let Y = X3 + x 2X2 X3 - X1/ i) What is the distribution of Y? ii) Which components of Y are

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XNn(m, ) where M= and {= 1 1/2 1/4 1/2 Ź -|J -ام Now, Y 2 1 0 1 * 3+1 2X2 (73-81 0 2 0 X X X -1 0 1 - aX where aallol 0 2 0 oThen, YNN 16/4 2 0 4 0 o 6/4 2 2 6) from the covariance matrix of y, we can say that (*3+X1, X3-XI) and (282, 83 - 81) are in

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