2.62. (Sec. 2.6) Let the density of (X, Y) be 2n(xIO, l)n(yIO, 1), O!>y!>x < 00, O!>...

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2.62. (Sec. 2.6) Let the density of (X, Y) be 2n(xIO, l)n(yIO, 1), O!>y!>x < 00, O!> -x!>y < 00, O!> -y!> -xx!> -y

Show that X, Y, X + Y, X - Y each have a marginal normal distribat;on.

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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2.62. (Sec. 2.6) Let the density of (X, Y) be 2n(xIO, l)n(yIO, 1), O!>y!>x < 00, O!> -x!>y < 00, O!> -y!> -x x!> -y
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2.62. (Sec. 2.6) Let the density of (X, Y) be 2n(xIO, l)n(yIO, 1), O!>y!>x < 00, O!>...

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An Introduction To Multivariate Statistical Analysis

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