The RV X, is normally distributed with mean u, and variance o, fori=1, 2, and X, and X, are independent. Find the distribution of Z=a;X,+a,X,, wherea1, az e R.(You may assume that Ee"x = exp (Oµ, + 0²o}/2).)

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Answered: The RV X, is normally distributed with…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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The RV X, is normally distributed with meanu, and variance o, for i=1, 2, and X, and X, are independent. Find the distribution of Z=a,X,+a,X, where a1, az e R. (You may assume that Ee = exp (0p, + 0o/2).)