Suppose that X and Y have a bivariate normal distribution. (a) Prove that X +Y has a

Question:

Suppose that X and Y have a bivariate normal Prove that X +Y has a normal when X and Y are standard normal random variables.
(b) Find E(cX + dY) and Var(cX + dY) in terms of μX,μY,σX,σY , and ρ(X, Y), where X and Y are arbitrary normal random variables. Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...