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5. Let X1 and X2 be independent standard normal random variables. Let Y1 = X1 + X2 and Y2 = 2X1 - X2. (a) Find

5. Let X1 and X2 be independent standard normal random variables. Let Y1 = X1 + X2 and Y2 = 2X1 - X2. (a) Find the distribution of Y1. (b) Find Cov(Y1, Y2)

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