X and Y are independent random variables and they are represented as linear combination of two normal random variables. X=aW+bM and Y=cW+dM How do I compute the joint distribution of W and M? Can I rearrange the equations to represent W and M in terms of X and Y and then proceed to find the joint distribution? Or will this approach fail as W and M might be corelated?
2026-03-30 10:35:47.1774866947
Joint distribution of two normal variables
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