Hello, I know the answer to this question but I would like to understand how they got it and please explain it to me with the math in great detail. I also included the answer to this problem. Problem 4.26: 1) The joint distribution of X and Y is given by1expXfx.x(x, y) :xp{-3( x x )2πσ2The linear transformations Z = X +Y and W = 2X – Y are written in matrix notation as(쥬)-(12)(주)-^(주)W= AYThus, (see Prob. 4.25)1fzw(z, w) :2ndet(M) /2 exp{(z w)M-12тdet(M)1/2WwhereM = A( )*- ( ) - ( )202 o2Pz,wozowМ— Аo? 502Pz,wozowFrom the last equality we identify o; = 20², o50? and pz,w = 1//10 4.26 Let X and Y be independent Gaussian random variables, cach distributed accord-ing to N(0, o²).1. Find the joint density function of the random variables Z = X + Y andW = 2X – Y. What is the correlation coefficient between these two randomvariables.

Given information: It is given that the random variables X and Y are independent and normally…

Answered: The joint distribution of X and Y is…

Math

Statistics

The joint distribution of X and Y is given by

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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