試題詳解

Suppose X and Y have a bivariate normal distribution with covariancc 1. X has a mean of 10 and standard deviation of 4.Y has a mean of 15 and standard deviation of 6. Z = 2X + 3Y. Which of the following statement is false?
(A) The mean of Z is 65.
(B) 'The variance of Z is 400.
(C) The comeiation between X and Y is 1/24.
(D) 2 follows a normal distribution.

(E) None of the above choices (a)-(d).