Question: 1. Problem 12.5 Let (X,Y) have a bivariate normal distribution. Define the ran dom variables V and W by V = a1X +b1Y +c1 and

1. Problem 12.5 Let (X,Y) have a bivariate normal distribution. Define the ran dom variables V and W by V = a1X +b1Y +c1 and W = a2X +b2Y +c2, where ai, bi and ci are constants for i = 1,2. Argue that (V,W) has a bivariate normal distribution.

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