Question: Two jointly Gaussian zero-mean random variables, X and Y, have respective variances of 3 and 4 and correlation coefficient P xy = -0.4. A new

Two jointly Gaussian zero-mean random variables, X and Y, have respective variances of 3 and 4 and correlation coefficient P_xy = -0.4. A new random variable is defined as Z = X + 2Y. Write down an expression for the pdf of Z.

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