Question: Problem 6. Let X ~ N(u,0?) and let a,b be constants with a # 0. Show that Y = aX + b~ N(ap + b,

Problem 6. Let X ~ N(u,0?) and let a,b be constants

Problem 6. Let X ~ N(u,0?) and let a,b be constants with a # 0. Show that Y = aX + b~ N(ap + b, a'0?). Hint. Write down a formula for the cdf P(Y

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