Question: Suppose that X and Y have a bivariate normal distribution with Var(X) = Var(Y). (a) Show that X and Y X are independent. (b)

Suppose that X and Y have a bivariate normal with Var(X) = Var(Y).
(a) Show that X and Y − ρX are independent.
(b) Show that X + Y and X − Y are independent.

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a The lemma on page 424 can be used to show that X and Y pX are bivariate normal Thus it suffices t... View full answer

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