Suppose that X and Y are two normally distributed random variables. X has mean 2 and...

Suppose that X and Y are two normally distributed random variables. X has mean 2 and standard deviation 3.Y has mean 3 and standard deviation 2. Their correlation is 0.6

. What is the mean and standard deviation of X + Y? What is the distribution of X + Y? What if X and Y are jointly normally distributed? What if they are not jointly normally distributed?

Explain your answer. (Why we cannot conclude if they are not jointly normally distributed)

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orchestra answered 1 year ago

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