Question: Let X = ( ^ , 2 ^2 ,2 0 ' be distributed as N3(0,2), where Find the value of p so that X x

Let X = ( ^ , 2 ^2 ,2 0 ' be distributed as N3(0,2), where

1 p 0 1 1/

Find the value of p so that X x + X 2 4- X 3 and X x - X 2 — X 3 are independent.

1 p 0 1 1/

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