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PLZ HELP WITH THIS!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Let * 1, * 2. ... In be mutually independent random variables with Xi ~ N ( Hi , 0; )

PLZ HELP WITH THIS!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

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Let * 1, * 2. ... In be mutually independent random variables with Xi ~ N ( Hi , 0; ) for ; = 1, 2 , .... . . Find the probability distribution of S = anditaziz + ... + an In. Let * and * be independent random variables with the following density functions* fix ( 20 ) = 1 0

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