The random variables (xi) and (eta) are independent and their density functions are, respectively, given by Prove

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The random variables \(\xi\) and \(\eta\) are independent and their density functions are, respectively, given by

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Prove that the variable \(\xi \eta\) is normally distributed.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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