Question: Problem 6.5 Let X1,...,X9 be iid N(2, 4) distributed and Y1,...,Y4 be iid N(1, 1) dis[1]tributed. The Yis are assumed to be independent of the

Problem 6.5 Let X1,...,X9 be iid N(2, 4) distributed and Y1,...,Y4 be iid N(1, 1) dis[1]tributed. The Yi’s are assumed to be independent of the Xi’s.

(a) Describe the distribution of X − Y .

(b) Compute P(X > Y ).

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