Suppose that two random variables X1 and X2 have a bivariate normal distribution, and two other random

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Suppose that two random variables X1 and X2 have a bivariate normal distribution, and two other random variables Y1 and Y2 are defined as follows:
Y1 = a11X1 + a12X2 + b1,
Y2 = a21X1 + a22X2 + b2,
Where

Show that Y1 and Y2 also have a bivariate normal distribution.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:37 AM

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Suppose that two random variables X1 and X2 have a bivariate normal distribution, and two other random

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Let det Since 0 the transformation from X 1 and X 2 to Y 1 and Y 2 is a onetoone transformat...View the full answer

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