110 If X1, X2 N(0, 1), then show the joint distribution of Y1 = aX1+ bX2+c Y2 = dX1 + eX2 + f is bivariate normal.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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If X1, X2 N(0, 1), then show the joint distribution of
Y1 = aX1 + bX2+c
Y2 = dX1 + eX2+f
is bivariate normal.
Transcribed Image Text:If X1, X2 N(0, 1), then show the joint distribution of Y1 = aX1 + bX2+c Y2 = dX1 + eX2+f is bivariate normal.
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