3.5.11. Let X, Y, and Z have the joint pdf 3/2 () a? + y? + z? 22 + y? + 22 exp 1+ ryz exp 2 where -o0 < a <0, -0 < y

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3.5.11. Let X, Y, and Z have the joint pdf
3/2
a2 + y? + z2
a? + y? + 22
exp
1+ryz exp
27
2
where -o < x < o, -0 < y <0,
obviously dependent, show that X, Y, and Z are pairwise independent and that
each pair has a bivariate normal distribution.
and
-0 < 2 < 0. While X, Y, and Z are
Transcribed Image Text:3.5.11. Let X, Y, and Z have the joint pdf 3/2 a2 + y? + z2 a? + y? + 22 exp 1+ryz exp 27 2 where -o < x < o, -0 < y <0, obviously dependent, show that X, Y, and Z are pairwise independent and that each pair has a bivariate normal distribution. and -0 < 2 < 0. While X, Y, and Z are
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