I need the solution of this 8. Let 2 and Z, be independent standard normal random...

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8. Let 2 and Z, be independent standard normal random variables. Let pe [-1, 1). Find a matrix L such that X = LZ has a *((()

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Answer 1

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ANSWER Given that 2, and Za be independent Standard and Z- hosmal variable (2) be bivadiate Standard hormal mean = (o and Var Compaiting both side we have od us ja = l, al-S This given a=71, and dat When a Ilcts and a=-1, (=-f when a=t1, b =P and deal

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I need the solution of this 8. Let 2 and Z, be independent standard normal random...

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