Question: Regarding mathematical statistics: Assume that ( X 1 , X 2 ) has a bivariate normal distribution where V ( X 1 ) = V
Regarding mathematical statistics:
Assume that X X has a bivariate normal distribution where VX VXsigma and CovX X Let
U X X and V X X Show that U and V are independent random variables. tip: Show that
CovU V and from this conclude that they are independent.
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