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Consider the family of linear Gaussian networks, as
defined on page <a class="pageRef" title="" href="#">LG-network-page</a><br />.

1.  In a two-variable network, let $X_1$ be the parent of $X_2$, let
    $X_1$ have a Gaussian prior, and let
    ${\textbf{P}}(X_2X_1)$ be a linear
    Gaussian distribution. Show that the joint distributio