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Consider another random variable D = X Y . Using the above fact, we know that the D will follow a normal distribution. However, we

Consider another random variable D = X Y . Using the above fact, we know that the D will follow a normal distribution. However, we still don't know what the mean of that distribution is. (a) What is E(D)? (b) What is Var(D)? (c) What would it mean in terms of the problem if E(D) > 0?

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