Question: Let X , y be two independent normal random variables with means m u m2 and variances cr?, respectively, and let Show that U is

Let X , y be two independent normal random variables with means m u m2 and variances cr?, respectively, and let

U 47 m - mZ GZ3)/2 Z =

Show that U is normally distributed with mean zero and unit variance.

U 47 m - mZ GZ3)/2 Z =

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