Let X and Y be independent standard normal r.v.s, Z 1 = X +Y, Z 2 =
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Let X and Y be independent standard normal r.v.’s, Z1 = X +Y, Z2 = X −Y. Are Z1 and Z2 independent?
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Note that the vector Z1 Z2 is the result of a rotation of the vector X...View the full answer
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