Question: 2.21. (Sec. 2.4) Let X = (XI' X2 )'. where XI = X and X 2 = aX + b and X has the distribution

2.21. (Sec. 2.4) Let X = (XI' X2 )'. where XI = X and X 2 = aX + b and X has the distribution N(O,1). Find the cdf of X.

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