Question: 24. Suppose that the random variables (X1,X2) are distributed as bivariate normal with parameters 0, 0, 1, 1, and . Show that the random variables

24. Suppose that the random variables (X1,X2) are distributed as bivariate normal with parameters 0, 0, 1, 1, and ρ. Show that the random variables X = X1 + X2 and Y =

X1 − X2 are independent.

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