Let Y1, Y2, and Y3 be independent, N(0, 1)-distributed random variables, and set X1 = Y1 - Y3, X2 2Y + Y2 - 2Y3, X3 =-2Y1 + 3Y3. %3D Determine the conditional distribution of X2 given that XT+ X3z.

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15. Let Y1, Y2, and Y3 be independent, N(0, 1)-distributed random variables,
and set
X1 = Y1 - Y3,
X2 = 2Y1 + Y- 2Y3,
X3 = -2Y1 +3Y3.
Determine the conditional distribution of X2 given that X1 +X3 r.
Transcribed Image Text:15. Let Y1, Y2, and Y3 be independent, N(0, 1)-distributed random variables, and set X1 = Y1 - Y3, X2 = 2Y1 + Y- 2Y3, X3 = -2Y1 +3Y3. Determine the conditional distribution of X2 given that X1 +X3 r.
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