Let X1, X2 be two independent normal random variables with means μ1, μ2 and standard deviations σ1, σ2 respectively. Consider Y = X1 - X2; μ1 = μ2 = 1, σ1 = 1, σ2 = 2, Then,
A. Y is normal distributed with mean 0 and variance 1
B. Y is normally distributed with mean 0 and variance 5
C. Y has mean 0 and variance 5, but is NOT normally distributed
D. Y has mean 0 and variance 1, but is NOT normally distributed
Answer: Option B
This Question Belongs to Engineering Maths >> Probability And Statistics
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