I have 2 questions at my homework and I need some help :) :
Let $(X,Y)$ be a normal vector in R n+m. Find the distributions of the following random vectors, assuming that the covariance matrix of $(X,Y)$ is nonsingular.
PROBLEM 3.5. Let $(X,Y)$ be a normal vector in R n+m. Find
I would love to help. The exercise is very difficult and I do not know how to solve it. thank you very much :)