X₁~N(0,1),i=1,..., n and they are independent of each other, then X₁ + X ( ) distribution.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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X₁~N(0,1),i=1,...,n and they
are
independent of each other, then
-Xn
() distribution.
Transcribed Image Text:X₁~N(0,1),i=1,...,n and they are independent of each other, then -Xn () distribution.
Expert Solution
Step 1: Introduction to the given problem

Given that, 

x subscript i space tilde space N left parenthesis 0 comma 1 right parenthesis comma space i equals 1 comma space 2 comma space 3 comma space... comma space n space

they are independent of each other.

We are asked to find the distribution of X subscript 1 plus X subscript 2 plus... plus X subscript n space end subscript.

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