Question: Let X, X2,..., X5 be i.i.d. normalized Gaussian rv. Find the pdf of Z = X + X + ... + X and Y

Let X, X2,..., X5 be i.i.d. normalized Gaussian rv. Find the pdf

Let X, X2,..., X5 be i.i.d. normalized Gaussian rv. Find the pdf of Z = X + X + ... + X and Y = X + X + ... + X5.

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