joint distribution of the sample mean and variance
suppose that the random variables x1,x2, and x3 are i.i.d., and that each had a standard normal distribution. also suppose that
y1= .8x1 + .6x2
find the joint distribution of y1, y2, y3.
i feel like this should be simple but i have no idea how to do it. my book says the joint distribution is 1/detA * the joint distribution of the inverse of A * y. No idea how to start this problem any help would be great