Show that if the joint distribution of X1 and X2 is
Chapter , Problem 58(choose chapter or problem)
Show that if the joint distribution of \(X_1\) and \(X_2\) is bivariate normal, then the joint distribution of \(Y_1 = a_1X_1 + b_1\) and \(Y_2 = a_2X_2 + b_2\) is bivariate normal.
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