Question: A random variable Z is defined as Z = X + Y where X and Y are Gaussian with the following statistics: 1. E[X] =

A random variable Z is defined as Z = X + Y where X and Y are Gaussian with the following statistics:

1. E[X] = 2, E[Y] = -3

2. σX = 2, σY = 3, 

3. μXY = 0.5

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