The Gaussian random vector X = [X 1 X 2 ] has expected value E[X] = 0

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The Gaussian random vector X = [X1X2] has expected value E[X] = 0 and covariance matrixCx [}). [21

(a) Find the PDF of W = X1 + 2X2.

(b) Find the PDF fY(y) of Y = AX where (a) Find the PDF of W = X1 + 2X2.

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