Find the mean and variance

Reference no: EM131028414

Suppose ξ and ζ are jointly normal variables, with E(ξ ) = α, var(ξ ) = σ2, E(ζ ) = β, var(ζ ) = τ 2, and cov(ξ, ζ ) = ρστ. Find the mean and variance of ξ + ζ. Is ξ + ζ normal?

Reference no: EM131028414

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