Question: 1. Problem 12.7 Let (X,Y) have a bivariate normal distribution with 2(X) = 2(Y). Prove that the random variables X + Y and X

1. Problem 12.7 Let (X,Y) have a bivariate normal distribution with σ2(X) =

σ2(Y). Prove that the random variables X + Y and X − Y are independent and normally distributed

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