|
|
X and Y are iid random variables. Suppose that X and Y are distributed normally with mean and variance.
Which of the following is true?
A. Random variable X- Y is identically zero.
B. Random variable X+ Y is equal to the random variable 2X.
C. Random variable X - Y has mean equal to 0 and std deviation equal to 2×sigma.
D. None of the above.
|
Locked
