7.37 Let X1 and X2 denote independent normally distributed random variables, not necessarily having the same mean

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7.37 Let X1 and X2 denote independent normally distributed random variables, not necessarily having the same mean or variance. Show that, for any constants a and

b, Y  aX1  bX2 is normally distributed.

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Probability And Statistics For Engineers

ISBN: 9781133006909

5th Edition

Authors: Richard L Scheaffer, Madhuri Mulekar, James T McClave, Cecie Starr

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