If the independent r.v.'s X and Y are distributed as N(µ₁, 0²) and N(µ2, 02), respectively, then show that the pair (X,Y) has the bivariate normal distribution, and specify the parameters involved.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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If the independent r.v.'s \( X \) and \( Y \) are distributed as \( N(\mu_1, \sigma_1^2) \) and \( N(\mu_2, \sigma_2^2) \), respectively, then show that the pair \( (X, Y) \) has the bivariate normal distribution, and specify the parameters involved.
Transcribed Image Text:If the independent r.v.'s \( X \) and \( Y \) are distributed as \( N(\mu_1, \sigma_1^2) \) and \( N(\mu_2, \sigma_2^2) \), respectively, then show that the pair \( (X, Y) \) has the bivariate normal distribution, and specify the parameters involved.
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