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# Q2) All sub problems are related. Show all steps for full credit. Let U and V... Q2) All sub problems are related. Show all steps for full credit. Let U and V be independent and identically distributed (i.i.d.) Gaussian(0,2) (mean = 0, and standard deviation 2) random variables. The (2x1) random vector X is given as X = II a) Find the covariance matrix of the random vector X. (10 points) . Find the expected value b) A (2x1) derived random vector Y = 2 is given as Y = AX where A = [1 vector and covariance matrix of the random vector Y. (10 points) c) Are the transformed random variables Y and Y2 independent? Justify your answer for full credit. (Hint: Answer first whether or not Y, and Y, are jointly Gaussian.) (5 points)    #### Earn Coins

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