Suppose that two random variables X1 and X2 have a bivariate normal distribution, and two other random
Question:
Y1 = a11X1 + a12X2 + b1,
Y2 = a21X1 + a22X2 + b2,
Where
Show that Y1 and Y2 also have a bivariate normal distribution.
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Related Book For
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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