Let (X_{1}, X_{2}), and (X_{3}) be independent normal variables with [begin{array}{lll}Eleft(X_{1} ight)=-4 & text { and }
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Let \(X_{1}, X_{2}\), and \(X_{3}\) be independent normal variables with
\[\begin{array}{lll}E\left(X_{1}\right)=-4 & \text { and } & \sigma_{1}^{2}=1 \\E\left(X_{2}\right)=0 & \text { and } & \sigma_{2}^{2}=4 \\E\left(X_{3}\right)=3 & \text { and } & \sigma_{3}^{2}=1\end{array}\]
(a) Show that \(2 X_{1}-X_{2}+5 X_{3}\) has a normal distribution.
(b) Find the mean and variance of the random variable in part (a).
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Related Book For
Probability And Statistics For Engineers
ISBN: 9780134435688
9th Global Edition
Authors: Richard Johnson, Irwin Miller, John Freund
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