Question: Let X (t) be defined as X(t) = A + Bt, for all t > 0 where A and B are independent normal /(1, 1)

Let X (t) be defined as X(t) = A + Bt, for all t > 0 where A and B are independent normal /(1, 1) random variables. (a) Define the random variable Y = X(1). Find the pdf of Y, fy(y). (b) Let also Z = X(2). Find E[Y Z]

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