Let X and Y be jointly normal RVs with ux = 1, of = 4, My = 0, ov = 1, and PXY = 0.5.
Let X and Y be jointly normal RVs with ux = 1, of = 4, My = 0, ov = 1, and PXY = 0.5. (a) We know that X + Y is also a normal RV. What is its mean and variance? (b) Bonus: Find a value for c so that X + cY and X + Y are independent RVs. Justify your
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