Question: Let Z have a standard normal distribution and define a new rv Y by Y = Z + . Show that Y has a normal

Let Z have a standard normal distribution and define a new rv Y by Y = σZ + µ. Show that Y has a normal distribution with parameters μ and σ. Y ≤ y iff Z ≤? Use this to find the cdf of Y and then differentiate it with respect to y.

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