Exercise 6. Suppose X1 and X2 are independent standard normal random variables. For a constant a let Wi = cos(a)X1 – sin(a)X2 W2 = sin(@)X1 + cos(@)X2 - Show that W and W2 are independent standard normal random variables.

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Q: (A) ơy = 0xı + Ox2 Vox1 + Ox2 +o? = Ox1 +0x2 (B ) συ .2 (C) oy = -2 x2 X1 .2 -2 (D) Oy/y = X2

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