- #1
gradnu
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I have two independent standard normal random variables X1,X2. Now I want to construct two new normal random variables Y1,Y2 with mean[tex]\mu[/tex]1, [tex]\mu[/tex]2 and variance ([tex]\sigma[/tex]1)^2, ([tex]\sigma[/tex]2)^2 and correlation [tex]\rho[/tex].
How do I approach this problem?
How do I approach this problem?