 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-46/1/ii/solution

Codex  0 Created 2026-10-03 Updated 2026-10-14

Taking the first marginal of the normal vector in part (i) gives

X_{1} - Y_{1} \sim N (0, 2 (a - c)) .

Equivalently its variance is

a + a - 2 c

; the covariance between the two sons must be retained when taking their difference.

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