Question: Suppose that X1, ..., Xn ~ iid Normal(M, 02). Use Theorem 6.1 in the slides to determine the distribu- tion of X := 1ER Xi.Theorem

Suppose that X1, ..., Xn ~ iid Normal(M, 02). Use Theorem 6.1 in the slides to determine the distribu- tion of X := 1ER Xi.Theorem 6.1 Let X; ~ N(1;, o?). i = 1. ..., n, independent. Then 2 Y : = b+ aiXi~N bt ailli i=1 i=1 i=1

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