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.
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