I have posted an exercise for March 19 at:

http://www.math.ilstu.edu/krzysio/3-...ialOutpost.pdf
This includes the exercise for March 12, with the solution I propose. By the way, let me note for those possibly interested that the multivariate normal distribution is on the Exam P, even though this topic was not on Course 1 examination. I have verified this with the SOA. The problem I am posting is not specific to that distribution, but you might want to remember that it is time to review the multivariate normal distribution's properties.

Yours,

Krzys' Ostaszewski

http://www.math.ilstu.edu/krzysio/