Suppose X = (x1, x2, x3)' is multivariate normal
((3 2 2), ((4 -2 -2) (-2 2 1) (-2 1 2)))
(for the 3*3 matrix, the first row is 4 -2 -2 and second -2 2 1 etc...)
What is the joint distribution function Y1 = X1 + X2 and Y2 = X1+X3?
multivariates are relatively new to me, could I ask for how this might be calculated?
Many thanks