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Pa Suppose that (X1, X2) ~ N(0,0,1,1,0). It follows from this that the joint PDF of (X1, Xy) is given by fxıx(31,09) - exp(+3

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solution: 0 x,, and X₂ are (X1, Xy) ~N, (0,0,1,5, 0) Since P(x, , x 2) = normal ease. Additionally it follows from the joint

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