Question

Let Y₁ and Y₂ be jointly Gaussian random variables with means E [Y₁] = 2and E [Y₂] = -1, and the covariance matrix K_{Y}=\left[\begin{array}{ll}

4 & 1 \\

1 & 1

\end{array}\right] Define Z = eX₁-Y₂. Find the pdf, the mean, and the variance of Z.

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