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Problem 9 Consider two independent random vectors X1 and X2, each of which follows a normal variance mixture distribution: X1 ~ Ma(ul, E, FW.) X2

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Problem 9 Consider two independent random vectors X1 and X2, each of which follows a normal variance mixture distribution: X1 ~ Ma(ul, E, FW.) X2 ~ Mad( 12, E, FW2) Show that X1 + X2 also follows a normal variance mixture distribution

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