SOLVED: Problem 1. Let (X1, ..., X10) follow a multivariate normal distribution with a mean vector (0, ..., 0) and Σ be a 10 by 10 covariance matrix of a multivariate normal distribution, as defined in the course notes/textbook for the joint pdf of a multivariate normal distribution. Make the diagonals of Σ equal to 1, and all the other elements of Σ equal to 0.6 (this is called an exchangeable correlation structure). Also, make the mean vector μ = (1, 1, 1, 1, 1, 1, 1, 1, 1, 1).

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