riance of and o3. Let z = . Let z = (x + y)/2, w = (x - y) / 2. Find the joint pdf f(z,w), (b) find the marginal pdf f(), (c) Are z an dependent?

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3. x and y are independent zero mean Gaussian random variables with
variance of and o3. Let z = (x + y)/2, w = (x - y) / 2.
(a) Find the joint pdf f(z,w), (b) find the marginal pdf fz(2), (c) Are z and w
independent?
Transcribed Image Text:3. x and y are independent zero mean Gaussian random variables with variance of and o3. Let z = (x + y)/2, w = (x - y) / 2. (a) Find the joint pdf f(z,w), (b) find the marginal pdf fz(2), (c) Are z and w independent?
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