# Eleisha's Segment 17: The Multivariate Normal Distribution

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** To Calculate: **

1. Calculate the Jacobian determinant of the transformation of variables defined by

2. Consider the 3-dimensional multivariate normal over with and

(Note the matrix inverse notation.)

What are 2-dimensional and for

(a) the distribution on the slice?

(b) the marginalization over ?

Hint: The answers are all simple rationals, but I had to use Mathematica to work them out.