Exercise 12. Let X,Y,Z ∼ N(0,1) be independent. Determine the distribution, expectation and variance of the...

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Exercise 12. Let X,Y,Z ∼ N(0,1) be independent. Determine the distribution, expectation and variance of the following random variables:

a) X + Y + Z
b) X^2 +Y^2 +Z^2

math Statistics-And-Probability

Answer 1

Answer #1

Answer 2

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