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2 IF Xi fX X 2 and X , are independent , zero mean , unit - variance Gaussian random variables ( a ) Find

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2 IF Xi fX X 2 and X , are independent , zero mean , unit - variance Gaussian random variables ( a ) Find the joint pof of U V and W where ITY VEX ED W X , + X 2 + X ( b ) Find the marginal pof forw ( U V w ) and show that it has the same form as the pof of jointly Gaussian random variables

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