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Question: Show that if V and W have a bivariate normal distribution then

a) every linear combination αV + bW has a normal distribution:

b) every pair of linear combinations (αV +bW, cV + dW) j has a bivariate normal distribution,

c) find the parameters of the distributions obtained in a) and b) in terms of the parameters of the joint distribution of V and W.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M92640109

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