Question: Let X and Y be jointly Normal random variables with parameters ux = 0, o'x = 1, LL = -1, 1 = 4. and p

Let X and Y be jointly Normal random variables with parameters ux = 0, o'x = 1, LL = -1, 1 = 4. and p = -V2. a) Since X and Y are jointly Normal, U=X-Y is normal. Find the parameters (mean and variance) of U. b) Find the constant a if we know (aX-Y) and (N-27) are independent. c) If U=X-Y and V=2X-Y, find the Correlation(U. V)

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