Let X1,X2.X3.X4 be independent zero-mean, unit-variance Gaussian random variables that are processed as follows: Y = X + X2, Y = X2 + X3; Y3 = X3 + X4 - Find the covariance matrix of Y = (Yi,Yz, Y3)_ b) Find the joint PDF of Y_ Find the joint PDF of Yi and Y2; Yi and Y3;