Let X, Y , and Z have the joint pdf where < x < ,
Question:
Let X, Y , and Z have the joint pdf
where −∞ < x < ∞, −∞ < y < ∞, and −∞ < z < ∞. While X, Y , and Z are obviously dependent, show that X, Y , and Z are pairwise independent and that each pair has a bivariate normal distribution.
Transcribed Image Text:
zfiz · [(25+5+5)=²1] (+25+) (7) ). z²+zh zł
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Solution First lets check if X and Y are independent We have ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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