*23 Let X and V be two standard normal random variables. Let ,0 be a real number between 1 and 1. (a) Let Y : pX | V1 pQV. Show that E(Y) : 0 and Var') : 1. We shall see later (see Example 7.5 and Example 10.17), that the sum of two independent normal random variables is again normal. Thus, assuming this fact, we have shown that Y is standard normal