Question: How do I solve the following problem? Given that X and Y are independent standards normally distributed with N(0, 1), then Z=X+Y is normally distributed
How do I solve the following problem?

Given that X and Y are independent standards normally distributed with N(0, 1), then Z=X+Y is normally distributed with N(0, 2). Show that q(z) can be written as 9 (2) = 1 exp exp Z 2 "- 2zw + 2w?) ) dw -00
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