Question: Let X and Y be independent Gaussian distributed random variables with mean 0 and variance 1. Find a)Joint pdf of U=2X+Y and V=-Y. b)Conditional distribution

Let X and Y be independent Gaussian distributed random variables with mean 0 and variance 1. Find

a)Joint pdf of U=2X+Y and V=-Y.

b)Conditional distribution of V|U

c)Find probability P[V<-3 | U>1]

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