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5. Suppose that X and Y are jointly;r Gaussian {bivariate normal), not necessarily independent random variables whose marginal distributions are standard normals N[O,1). Show that
5. Suppose that X and Y are jointly;r Gaussian {bivariate normal), not necessarily independent random variables whose marginal distributions are standard normals N[O,1). Show that U : X Y and V = X + Y are independent. Hint: use that jointly Gaussian random variables are independent If they are uncorrelated
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