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Let X1, X, be iid M μ σ2). Then, find the joint distributions of (i) 2, , Y, where Y-X,-X,, i = 2, , n; Hint: Use the Definition 4.6.1 for the multivariate normality. FYI: 1) Definition 4.6.1 Ά p(2 1) random vector X-(X1, X is said to have a p-dimensional normal distribution, denoted by N, if and only if each linear function X^ajX, has the univariate normal distribution for all fixed, but arbitrary real numbers a, a,

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