Question: Consider n Gaussian variables ;~ N(,02), i = 1,...,n. Prove that the variable is Gaussian with mean and variance Hy= n 2-1 n 72

Consider n Gaussian variables ;~ N(,02), i = 1,...,n. Prove that the

Consider n Gaussian variables ;~ N(,02), i = 1,...,n. Prove that the variable is Gaussian with mean and variance Hy= n 2-1 n 72 I fi 22 = 8-14 n i=1 (1) (2) (3)

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