Suppose X is distributed N 2 (,). Determine the distribution of the random vector (X 1 +X
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Suppose X is distributed N2(μ,Σ). Determine the distribution of the random vector (X1+X2,X1−X2). Show that X1+X2 and X1−X2 are independent if Var(X1) = Var(X2).
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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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