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Let X1, X2, . . , Xn denote the elements of a Gaussian vector

Let X1, X2, . . , Xn denote the elements of a Gaussian vector

Let X1, X2, . . , Xn denote the elements of a Gaussian vector X. The Z are independent with mean Âľi and variance s2i, i = 1, 2,. . . , n. Show that the differential entropy of the vector X equals what does h(X) reduce to if the variances are equal?

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