Question: (a) Let 3/1:Y:2:...,Yn be independent: normal random variables, each with mean ,u. and variance 02. Let. a1: a2, an denote known constants. Find the densityr

(a) Let 3/1:Y:2:...,Yn be independent: normal random variables, each with mean ,u. and variance 02. Let. a1: a2, an denote known constants. Find the densityr function of the linear combination.' n. U = E (133/; 21:1

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