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Not sure about this question. Please help. Problem 3: Sums of Random Variables (20 points) (a) Normal Random Variables X1 ~ N(1, 1) , X2

Not sure about this question. Please help.

Problem 3: Sums of Random Variables (20 points) (a) Normal Random Variables X1 ~ N(1, 1) , X2 ~ N(2, 4), X3 ~ N(4, 16) i. Find the PDF of X1 + X2 + X3 - 7 ii. Find P(-4

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