The random vector distribution X = (Y, X, Z) is Gaussian with mean µ = (1, 2, 4)T and a covariance matrix Σ is equal to:
\begin{pmatrix} 2 & 3 & 1\\ 3 & 5 & 2\\ 1 & 2 & 6 \end{pmatrix}
How can I calculate regression functions of E(Z|Y) and E(Z|X,Y), and a conditional variance of D(Z|Y) and D(Z|X,Y) ?
