Because aX+bY and cX+dY are random variables and that makes Z being a multivariate random variable (a vector which components are random variables).
There's nothing else to add o:
Why is 2nd answer the right one? Just because is always a "well defined" (I'm making the terminology up) and, after all, that is the definition of a multivariate random variable (Wikipedia doesn't give one, though)?Let and be random variables and . When is
a multivariate random variable?
- when
- always
- when
- when
- never
- when