Question: Suppose x1 N(2, 0.5) and x2 N(8, 14). The correlation between x1 and x2 is 0.3. What is the distribution of x1+ x2? What

Suppose x1∼ N(2, 0.5) and x2 ∼ N(8, 14). The correlation between x1 and x2 is −0.3. What is the distribution of x1+ x2? What is the distribution of x1− x2?

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