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Let (X, Y ) be Bivariate Normal, with X and Y marginally N (0, 1) and with correlation
Chapter 7, Problem 71(choose chapter or problem)
QUESTION:
Let (X, Y ) be Bivariate Normal, with X and Y marginally N (0, 1) and with correlation between X and Y . (a) Show that (X + Y,X Y ) is also Bivariate Normal. (b) Find the joint PDF of X + Y and X Y (without using calculus), assuming 1 <
Questions & Answers
QUESTION:
Let (X, Y ) be Bivariate Normal, with X and Y marginally N (0, 1) and with correlation between X and Y . (a) Show that (X + Y,X Y ) is also Bivariate Normal. (b) Find the joint PDF of X + Y and X Y (without using calculus), assuming 1 <
ANSWER:Step 1 of 3
Given that,
Let be Bivariate Normal, with X and Y marginally N (0, 1) and with correlation between X and Y.