Mathematical Statistics And Data Analysis
Mathematical Statistics And Data Analysis
9th Edition
ISBN: 9788131519547
Author: RICE
Publisher: Cengage Learning
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Chapter 3.8, Problem 58P
To determine

Show that if the joint distribution of X1 and X2 is bivariate normal, then the joint distribution of Y1=a1X1+b1 and Y2=a2X2+b2 is bivariate normal.

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