Find the joint pdf
Assume that X and Y are i.i.d. N(0,1) r.v.'s.
(a) Find the joint pdf for U = X + Y and V = X + 2Y .
(b) The joint pdf of U and V is for what particular distribution?
(c) Are U and V independent? Why?
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Assume that X and Y are i.i.d. N(0,1) r.v.'s. Find the joint pdf for U = X + Y and V = X + 2Y .
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