Question: Let X , Y be independently and identically distributed normal random variables with mean 2 and variance 4. (a) Show that X + Y, X

Let X , Y be independently and identically distributed normal random variables with mean 2 and variance 4.

(a) Show that X + Y, X - Y are independent.

(b) Show that (X + Y, X + 2Y) has a bivariate normal distribution with p = 3/VTo.

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