Question: Problem 1 Suppose a random variable y is distributed normally with mean and variance o, i.e. its probability density function (PDF) is given by, (y
Problem 1 Suppose a random variable y is distributed normally with mean and variance o, i.e. its probability density function (PDF) is given by, (y - x)21 202 Show that the random variable z given by Y- plu) = OVZH exp (1) V2 2) is also distributed normally, with mean 0 and variance 1
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