6. Suppose X, and X2 are independent N(0, o2) random variables. (a) Find the distribution of Y1 and Y2, where X1 Y1 = X? +
6. Suppose X, and X2 are independent N(0, o2) random variables. (a) Find the distribution of Y1 and Y2, where X1 Y1 = X? + X2, and Y2 = VY1 structor: Mike So (b) Show that Y, and Y2 are independent, and interpret this result geometrically
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