Let the joint probability density function of
Chapter , Problem 13(choose chapter or problem)
Let the joint probability density function of X and Y be bivariate normal. Prove that any linear combination of X and Y , X + Y , is a normal random variable. Hint: Use Theorem 11.7 and the result of Exercise 6, Section 10.5.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer