Q155·Section III (Statistics)·155 of 180Conditional variance from a block-diagonal covarianceSuppose X‾3×1∼MNormal3 (0‾,(10.500.540001))\underline X_{3\times1}\sim\text{MNormal}_3\!\left( \underline0,\left(\begin{smallmatrix}1&0.5&0\\0.5&4&0\\0&0&1 \end{smallmatrix}\right)\right)X3×1∼MNormal3(0,(10.500.540001)). Hence var(2X2∣X1=x)\var(2X_2\mid X_1=x)var(2X2∣X1=x) is equal to: OptionsA16B3.75C8D15Pick an option to check your answer.Show answerShow solution Report a problem with this question← Q154All questionsQ156 →Keyboard: A–D answer · S solution · ←/→ previous/next