X and Y be standard normal random variables with correlation p. Compute the joint and marginal distributions of X+Y and X-Y. Are X+Y and X-Y independent?

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X and Y be standard normal random variables with correlation p. Compute
the joint and marginal distributions of X+Y and X-Y. Are X+Y and X−Y independent?
Transcribed Image Text:X and Y be standard normal random variables with correlation p. Compute the joint and marginal distributions of X+Y and X-Y. Are X+Y and X−Y independent?
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