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2. Let Z1 and Zo be independent standard normal random variables. Let! X= 221 +372 +12 X2 = 321 - 22 +11. (a) Find the joint
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2 R43 Zz+I2 32,-22 4+8=1? vas(x,!_ (4-1y2 (Y2-リ vaslx2) 13 22E(Z) 36E(211-126ElZe) f13 2 67 0- ? +ototo F132 (135 Coul4/< 135-2h +6X245 12 +4(11)+ ? -2(12)+6(11)fs 47 13-+4(10).= s3 4 (13) + 36(!lols (h-59) + Ge-m) 2. 53 5 3x41 (Yr-59)2 (32-47) 5459*Cor !a (4,42 (54)(42) 208

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