Hi, I am student in EE-CS field.

My professor give me a math test as a requirement to enter his lab (related to data science). Here is the problem:

Please give me the detail explanation.

Let n and be two independent normal random variables with mean 1 and variance 2. Which of the following statements is correct? on + $ and n - $ are uncorrelated and independent on + $ and n- & are uncorrelated, but not independent on + $ and n - $ are correlated, but independent on + $ and n- & are correlated and not independent o None of the statements is correct