Let X and Y be i.i.d. N (0, 1), and let S be a random sign (1 or 1, with equal
Chapter 7, Problem 75(choose chapter or problem)
Let X and Y be i.i.d. N (0, 1), and let S be a random sign (1 or 1, with equal probabilities) independent of (X, Y ). (a) Determine whether or not (X, Y, X + Y ) is Multivariate Normal. (b) Determine whether or not (X, Y, SX + SY ) is Multivariate Normal. (c) Determine whether or not (SX, SY ) is Multivariate Normal.
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