Sse xi and zeta are jointly normal variables with exi
Suppose ξ and ζ are jointly normal variables, with E(ξ ) = α, var(ξ ) = σ2, E(ζ ) = β, var(ζ ) = τ 2, and cov(ξ, ζ ) = ρστ. Find the mean and variance of ξ + ζ. Is ξ + ζ normal?
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suppose xi and zeta are jointly normal variables with exi alpha varxi sigma2 ezeta beta varzeta tau 2 and covxi
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