Question: Let X 1 and X 2 be i.i.d. normal (0, 2 ) random variables. The distribution of X 1+ X 2 is ? a. normal(0,

Let X1 and X2 be i.i.d. normal (0,2 ) random variables.

The distribution of X1+X2 is ?

a. normal(0, 22 )

b. normal (0, 22 )

c. gamma (21,221)

d. gamma (1, 221 )

e. gamma (1, 22 )

The distribution of X12 + X22 is?

a. normal(0, 22 )

b. normal (0, 22 )

c. gamma (21,221)

d. gamma (1, 221 )

e. gamma (1, 22 )

Please explain your answer.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!