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Let X be N(E) and Y be N(E) where X and Y are independent and 8 3 42 2 - ()--(7) - () --
Let X be N(E) and Y be N(E) where X and Y are independent and 8 3 42 2 - ()--(7) - () -- (3) H = -2 4 4 2 4 6 (a) Find Cov(X-Y, X+Y) -( ) (b) From part (a) it is obvious that X - Y and X + Y are not independent. Can you conclude that the joint distribution for the four dimensional vector is mul- tivariate normal? Explain. X-Y X+Y
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
