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Q159Section III (Statistics)159 of 180

A quadratic form that collapses to a perfect square

Suppose X‾2×1∼Normal2(μ‾,Σ)\underline X_{2\times1}\sim\text{Normal}_2(\underline\mu, \Sigma) and Y=0.5X12+0.5X22+X1X2Y=0.5X_1^2+0.5X_2^2+X_1X_2. Then the probability distribution of Y is:

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