superman7824 superman7824

18-02-2024
Mathematics

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Assume that X₁ and X₂ are independent normal random variables, Xᵢ ∼ N(μ,σ)², and let Y₁ = X₁ + X₂ and Y₂ = X₁ − X₂. Show that Y₁ and Y₂ are independent and normally distributed.

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