3. Suppose x1 N(1, 5) and x2 N(2, 2). The covariance between x1 and x2 is...
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3. Suppose x1∼ N(1, 5) and x2 ∼ N(−2, 2). The covariance between x1 and x2 is 1.3.
What is the distribution of x1+ x2? What is the distribution of x1− x2?
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Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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