Let X N3(0, I3) and define Y = a + BX, where a) Whatisthedistributionof Y ?
Question:
Let X ∼ N3(0, I3) and define Y = a + BX, where
a) Whatisthedistributionof Y ?
b) Whichofthepairs (Y1, Y2), (Y1, Y3), and (Y2, Y3) are independent?
c) Showthatthedistributionof Y is singularandidentifythesupportofthedistri-
bution.
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