# Conditional distribution for 3 variables [duplicate]

Everywhere it is done for bivariate or given a hints. But Not in details for trivariate.

• The second part of this question is a strong hint: because $Y$ is multivariate Normal, the regression of $Y_1$ on $(Y_2,Y_3)$ is linear and its coefficients are determined by $\Sigma.$ The linear regression determines the conditional distribution.
– whuber
Feb 1, 2019 at 15:54
• I can't understand your answer. Is it possible to solve this problem? @whuber Feb 1, 2019 at 16:57