... ,9 .3 Linear Transformations of Random Vectors 239 9.1 The Univariate Case 235 9 .3 Linear Transformations of Random Vectors 235 9.2.11 Let Xr be an r.v. distributed as tr. Then show that:EX ... defined as follows:SyxyxyxSyxyxyxSyxyxyxSyxyxyxSyxyxyxSyxyxy1 23 1 1 2 2 3 3 132 1 1 2 3 3 22 131 221 33 231 12 23 31 31 2 13 21 3 2 32 1 1 3 2 2:, ,:, ,:,,:,,:,,:,,================= 33 1= ... Transformations of Random Variables and Random Vectorsand prove that Y1 is U(0, 1), Y 3 is distributed as Gamma with α= 3, β= 1, andY1, Y2, Y 3 are independent.Consider the transformationhyxxxyxxxx...