Question: Let X] and X2 be independent, /(0, 1)-distributed random variables. Set Y1 = X1 - 3X2 + 2 and Y2 = 2X1 - X2 -1.

 Let X] and X2 be independent, /(0, 1)-distributed random variables. Set

Let X] and X2 be independent, /(0, 1)-distributed random variables. Set Y1 = X1 - 3X2 + 2 and Y2 = 2X1 - X2 -1. Determine the distribution of (a) Y, and (b) Y1 | Y2 = y

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