This lesson requires a premium membership to access.
Premium membership includes unlimited access to all courses, quizzes, downloadable resources, and future content updates.
The joint distribution of a particular pair of linear combinations of random variables which are independent of each other is a bivariate normal distribution. It forms the basis for all calculations involving arbitrary means and variances relating to the more general bivariate normal distribution. The property of rotational symmetry implies that the joint distribution of any two linear combinations of the two variables is bivariate normal.
