X1 and X2 are independent n(0, Ï2) random variables. (a) Find the joint distribution of Y1 and

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X1 and X2 are independent n(0, σ2) random variables.
(a) Find the joint distribution of Y1 and Y2, where
и - х3 + X; аnd X1 Vй Y3

(b) Show that Yi and Y2 are independent, and interpret this result geometrically.

Distribution
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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