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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.

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PROBLEM 3.5. Let $(X,Y)$ be a normal vector in R n+m. Find

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I would love to help. The exercise is very difficult and I do not know how to solve it. thank you very much :)

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