Vector and variance

For n? 2, let ?? have n-dimensional normal distribution MN( ?? , ? ). For any 1 ?  m  < n , let ??1 denote the vector consisting of the last n-m coordinates of ??.

a) Find the mean vector and the variance-covariance matrix of ??1.

b) Show that ??1 is a (n-m) dimensional normal random vector.

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