Question: For any non-random interval , the r.v. w is normal. Is it true if is random? Give an example. Is the r.v. w

For any non-random interval Δ, the r.v. w_Δ is normal. Is it true if Δ is random? Give an example. Is the r.v. w_{(τa, t]} normal? Look also at the proof of (1.1.6).

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