Question: 7 Let the joint probability density function of random variables X and Y be bivariate normal. Show that if oxy, then X + Y and

7 Let the joint probability density function of random variables X and Y be bivariate normal. Show that if oxy, then X + Y and X - Y are independent random variables. Hint: Show that the joint probability density function of X+X and X-Y is bivariate normal with correlation coefficient 0.

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