X1, X2, X3 are independent gaussian random variables.(adsbygoogle = window.adsbygoogle || []).push({});

Y1 = X1+X2+X3

Y2 = X1-X2

Y3 = X2-X3

are given. What is the joint pdf of Y1,Y2 and Y3 ?

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# Homework Help: Probability : joint density function of 3 Normal Distributions

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