Let X₁, X₂, ..., X₁ be independent Gaussian random variables with E[X;] = 0 and Var[X;] = i Find the PDF of W = αX₁ + a²
Posted: Wed May 04, 2022 12:53 pm
Let X₁, X₂, ..., X₁ be independent Gaussian random variables with E[X;] = 0 and Var[X;] = i Find the PDF of W = αX₁ + a²X₂ + ... + α¹Xn