Question: Variable x is normally distributed, following N (0,1). If x 1 , x 2 , and x 3 represent independent realizations from the distribution, what

Variable x is normally distributed, following N (0,1). If x₁, x₂, and x₃ represent independent realizations from the distribution, what distribution does the sum x₁+ x₂ + x₃ follow?

a) Standard Normal

b) Normal

c) Chi-Square

d)T distribution

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