**Unformatted text preview: **normal random variables. Deﬁne Y 1 = 2 X 1 + X 2 and Y 2 = X 1-X 2 . (a) What is the joint distribution of ( Y 1 ,Y 2 )? (b) What are the marginal distributions of Y 1 and Y 2 ? (c) What is the conditional distribution of Y 1 given Y 2 = y 2 ? 3. Textbook Page 170, 3.6.3. 4. Textbook Page 170, 3.6.5. 5. Textbook Page 170, 3.6.7. 1...

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- Fall '08
- Staff
- Variance, Probability distribution, Probability theory, probability density function, Cumulative distribution function