The problem is as follow:

PROBLEM 2 Suppose Y follows a bivariate normal distribution with parameters /1 = 0, /2 = 0, 0? = 2, 0? = 4, 012 = -2. Find c such that P(Y2 + YlY2 + Y? > c) = 0.95. Now, let (X1, Yl), (X2, Y2), ..., (X16, Y16), be a random sample from this distribution. (Note: (X1, Yl), (X2, Y2), ..., (X16, Y16) are independent). What is the mean vector and variance covariance matrix of the joint distribution of X, Y? What is the distribution of