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Question: 1 10 pts the random vector x has pdf fxx...

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(1) (10 Pts) The random vector X has P.D.F. fx(x) = O, otherwise. Find the PDF of Y AX + b. where A -diag2,2,2 and b-444 (2) (10 Pts) Let W(t) be a Brownian motion process with variance Var[W(t)] = at. Show that X(t)-w(t)/ is a Brownian motion process with variance VarX()
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