Suppose X = aU + bV, Y = cU + dV. a, b, c, and d are constant. U and V are independent with known pdf, e.g. f(u) and g(v). We know that the pdf of X and Y are the convolution of f and g, but what is the joint distribution of X and Y? I can find the answer for only the case if U and V are normal distributed, but is there any answer if they are not normal?
2026-03-30 11:41:19.1774870879
How to calculate joint distribution of two linear combinations of variables
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