- #1
kkirtac
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X1, X2, X3 are independent gaussian random variables.
Y1 = X1+X2+X3
Y2 = X1-X2
Y3 = X2-X3
are given. What is the joint pdf of Y1,Y2 and Y3 ?
Y1 = X1+X2+X3
Y2 = X1-X2
Y3 = X2-X3
are given. What is the joint pdf of Y1,Y2 and Y3 ?