- #1

mathmari

Gold Member

MHB

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We have that $X$ and $Y$ follow the normal distribution $N(0,1)$ and are independent.

- Which is the distribution of $(X,Y)$ ?
- Which is the covariance table of $(X,Y)$ ?

Is $(X,Y)$ related to the linear combination of $X$ and $Y$ ? (Wondering)