Question: Let and be jointly Gaussian random variables with E [X] = 1, E [Y] = 2, Var (X) = 4, Var (Y) = 9, and

Let and be jointly Gaussian random variables with E [X] = 1, E [Y] = –2, Var (X) = 4, Var (Y) = 9, and ρX, Y. Find the PDF of Z = 2X – 3Y – 5.

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