3. Consider the arbitrary random vector X'= [X1, X2, X3, X4, X5] with mean vector ?' = [?1, ?2, ?3, ?4, ?5].
Partition X into
X = \begin{bmatrix} X^{(1)}\\ X^{(2)} \end{bmatrix}
where
X^{(1)} = \begin{bmatrix} X_1\\ X_2 \end{bmatrix} and X^{(2)} = \begin{bmatrix} X_3\\ X_4\\ X_5 \end{bmatrix}
Let ? be the covariance matrix of X with general element ?_{ik}. Partition ? into the covariance
matrices of X^(1) and X^(2) and the covariance matrix of an element of X^(1) and an element of X^(2),
