Let X₁ and X₂ be independent N (0, 1) random variables. Define Y₁ = 2X₁ + X₂, Y₂ = X₁ - X₂ Find E[Y₁], E[Y₂], Corr(Y₁, Y₂), and the joint pdf of f¥₁,Y₂

MATLAB: An Introduction with Applications
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Let X₁ and X₂ be independent N (0, 1) random variables. Define
Y₁ = 2X₁ + X₂, Y₂ = X₁ - X₂
Find E[Y₁], E[Y₂], Corr(Y₁, Y₂), and the joint pdf of fx₁,₂
Transcribed Image Text:Let X₁ and X₂ be independent N (0, 1) random variables. Define Y₁ = 2X₁ + X₂, Y₂ = X₁ - X₂ Find E[Y₁], E[Y₂], Corr(Y₁, Y₂), and the joint pdf of fx₁,₂
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