Q9: Let X and Y be independent normal random variables with means μr, Hy, and variances o, o, respectively. Use the MGF approach to show that Z=X+Y is a normal random variable with mean + Hy and variance o2 +0².

A First Course in Probability (10th Edition)
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ISBN:9780134753119
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Chapter1: Combinatorial Analysis
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Q9:
Let X and Y be independent normal random variables with means µr,
Hy, and variances o, o, respectively.
Use the MGF approach to show that Z=X+Y is a normal random variable
with mean μμy and variance o² +0.
Transcribed Image Text:Q9: Let X and Y be independent normal random variables with means µr, Hy, and variances o, o, respectively. Use the MGF approach to show that Z=X+Y is a normal random variable with mean μμy and variance o² +0.
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