Question
Set up, but do not evaluate, an integral that will yield the density of Z = X + Y,
where X and Y are both standard normal random variable with parameters u=0 and o=1. You
may assume that X and Y are independent.
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Transcribed Image Text

Set up, but do not evaluate, an integral that will yield the density of Z = X + Y, where X and Y are both standard normal random variable with parameters u=0 and o=1. You may assume that X and Y are independent.

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