Multivariate normal distribution, show distribution and independence
822
Given that $X,Y$ are independent $N(0,1)$ , show that $\frac{XY}{\sqrt{X^2+Y^2}},\frac{X^2-Y^2}{2\sqrt{X^2+Y^2}}$ are independent $N(0,\frac{1}{4})$
26717
Distribution of the difference of two normal random variables.
140650
Find the distribution of sum and product of standard normal random variables
52395
Distribution of Product of Random Variables with one being the normal distribution.
79525
How to compute the marginal likelihood given two multivariate Normal distribution?
76745
Obtaining marginal distributions from the bivariate normal
153669
Conditional expectation of a bivariate normal distribution
49160
Joint distribution of two dependent variables
9489
pdf of a product of two independent Uniform random variables
141614
Linear Combination of Random Normal Variables
118534
Find the distribution of (X, X+Y) when X and Y have a given joint Normal distribution
144691
About Trivariate Normal Distribution
157517
Simple homework question about normally distributed variables
54706
Testing symmetry of a distribution around its mean
101681
Conditional distributions of the multivariate normal
105691
Showing that the sample mean and variance are independent by showing two distribution are the same
97502
Joint distribution of a Normal and Truncated Normal