Question: Let (X, Yi), i = 1,2,...,n, be a random sample from a bivariate normal distribution. (X1, Y), (X2, Y2),..., (Xn, Yn) are independent. Find

Let (X, Yi), i = 1,2,...,n, be a random sample from a

Let (X, Yi), i = 1,2,...,n, be a random sample from a bivariate normal distribution. (X1, Y), (X2, Y2),..., (Xn, Yn) are independent. Find the distribution of the vector X X2 : Xn Y Y Yn

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