Let X1 and X2 be independent standard normal random
Chapter , Problem 59(choose chapter or problem)
Let \(X_1\) and \(X_2\) be independent standard normal random variables. Show that the joint distribution of
\(Y_1=a_{11}X_1+a_{12}X_2+b_1\)
\(Y_2=a_{21}X_1+a_{22}X_2+b_2\)
is bivariate normal.
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