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.. Suppose X = (X1, X2, X3)T and that X ~ N3 (0, E), with \Sigma=\left(\begin{array}{lll}

3 & 2 & 1 \\

2 & 2 & 1 \\

1 & 1 & 3

\end{array}\right) ) Sketch the marginal distribution for X2. (b) Compute the correlation between X1 and X3.

Fig: 1

Fig: 2

Fig: 3

Fig: 4