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SOLVED: Let X= (X,Xz X3) be a Gaussian random vector having the following mean / and variance-covariance matrix Ax cov(X,XT) : 0.01 0.015 -0.0125 p = (0.1,0.1,-0.2) Ax 0.015 0.04 0.0175 L-0.0125 -
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