The Gaussian random vector X = [X1 X2]' has expected value
Chapter 8, Problem 8.43(choose chapter or problem)
The Gaussian random vector X = [X1 X2]' has expected value E [X] = 0 and covariance matrix C x = [ i i ]. (a) Find the PDF of vV = X1 + 2X2. [ (b) Find the PDF fy(y) of Y = AX where A =[i _:\ ]
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