Suppose x ~ N(2, 0.5), and x2 ~N(8, 14). The correlation between x and x2 is 0.3.
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Suppose x ~ N(2, 0.5), and x2 ~N(8, 14). The correlation between x and x2 is 0.3. What is the distribution of x1 + x2? What is the distribution of X1 X2?
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