Hi, I really need help with this problem, any help would be greatly appreciated..
Compute the joint density of the random vector
(W_2 , 2W_3 , W_5)
Now i have calculated the joint density of (W_2 , 2W_3) and it comes to 1/(4pi*sqrt2) * exp ( -1/8*y^2 + 1/2*xy - 3/4*x^2)
Does anyone have any idea how i can use this information to calculate the density specified above???
Thanks
Ps. W is the standard Weiner process