Question: Problem 1.18 (Rayleigh distribution) Let > 0. Consider a random variable, , such that Find E[], Var(). P(x) = = 1 - exp x

Problem 1.18 (Rayleigh distribution) Let > 0. Consider a random variable, , such that Find E[], Var(). P(x) = = 1 - exp x > 0. 202 Let X and Y be independent random variables with N(0, 2) distribution. Find distribution of the random variable Z = X+Y2.

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