What does it mean if
Covariance matrix .... they are independent (=0) or dependent (≠0).
your confidence for all intervals simultaneously is 95%.
Find the sample mean vector and the covariance matrix.
Find 95% confidence intervals for the population means
One at a time multiplier
Simultaneous confidence region multiplier
Specify the conditional distribution of X1, given that X3 = x3.
Specify the conditional distribution of X1, given that X2 = x2 and X3 = x3.
Correlation and partial condition given....
Assess mutlviariate normality