Question: Let the random variable X have a distribution that is N(, 2 ). (a) Does the random variable Y = X 2 also have

Let the random variable X have a distribution that is N(μ, σ2).
(a) Does the random variable Y = X2 also have a normal distribution?

(b) Would the random variable Y = aX + b, a and b nonzero constants have a normal distribution?

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