and Let Let X~ N(μ, E), where -- () Σ: = Y = 11214 121 12 14121 2 (X3+ X₁) 2X2 X3 - X₁ i) What is the distribution of Y? ii) Which components of Y are independent of each other?

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and
Let
Let X ~ N(μ, E), where
Σ
μl = =
=
(:).
LL2L
121 12
14121
(X3 + X₁)
r- (x²+x2)
Y
2X2
=
X3-X₁
i) What is the distribution of Y?
ii) Which components of Y are independent of each other?
Transcribed Image Text:and Let Let X ~ N(μ, E), where Σ μl = = = (:). LL2L 121 12 14121 (X3 + X₁) r- (x²+x2) Y 2X2 = X3-X₁ i) What is the distribution of Y? ii) Which components of Y are independent of each other?
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