8. Suppose that X₁, X₂, ..., X₁, are n independent normal random variables each with mean µ and variance ². (a) Find the pdf of Y, where Y = X₁ + X₂+...+Xn. (h) Find the pdf of Y. where Y= (1/n) ".x

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8. Suppose that X₁, X2, ..., Xn are n independent normal random variables each with mean μ and
variance ².
(a) Find the pdf of Y, where Y = X₁ + X₂+...+Xn.
(b) Find the pdf of Y, where Y = (1/n) Σ=1 X.
Transcribed Image Text:8. Suppose that X₁, X2, ..., Xn are n independent normal random variables each with mean μ and variance ². (a) Find the pdf of Y, where Y = X₁ + X₂+...+Xn. (b) Find the pdf of Y, where Y = (1/n) Σ=1 X.
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