Suppose underline X2times1sim Bivariate Normal ((beginsmallmatrix41endsmallmatrix), (beginsmallmatrix2&-1-1&5endsmallmatrix)). Then the distribution of 3Y=3X1-4X2 is:

Q156Section III (Statistics)156 of 180

Distribution of a linear combination of correlated bivariate normal components

Suppose $\underline X_{2\times1}\sim$ Bivariate Normal $\left(\left(\begin{smallmatrix}4\\1\end{smallmatrix}\right), \left(\begin{smallmatrix}2&-1\\-1&5\end{smallmatrix}\right)\right)$ . Then the distribution of $3Y=3X_1-4X_2$ is:

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