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Problem 5. Suppose that X, Y, and Z are independent, and X and Y are normal. If X + Y -| Z is normal, can

Problem 5. Suppose that X, Y, and Z are independent, and X and Y are normal. If X + Y -| Z is normal, can we conclude that Z is normal? Hint: recall the exercise covered in the lecture, 75. e. use the M GF method

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