Let X1, X2 be two independent normal random variables with means μ1, μ2 and standard deviations σ1, σ2, respectively. Consider Y = X1 – X2; μ1 = μ2 =1, σ1 = 1, σ2 = 2. Then,

Y has mean 0 and variance 5, but is NOT normally distributed

Y is normally distributed with mean 0 and variance 1

Y is normally distributed with mean 0 and variance 5

Y has mean 0 and variance 1, but is NOT normally distributed

Let X1, X2 be two independent normal random variables with means μ1,

1.	Let X1, X2 be two independent normal random variables with means μ1, μ2 and standard deviations σ1, σ2, respectively. Consider Y = X1 – X2; μ1 = μ2 =1, σ1 = 1, σ2 = 2. Then,
A.	Y is normally distributed with mean 0 and variance 1
B.	Y is normally distributed with mean 0 and variance 5
C.	Y has mean 0 and variance 5, but is NOT normally distributed
D.	Y has mean 0 and variance 1, but is NOT normally distributed
Answer» C. Y has mean 0 and variance 5, but is NOT normally distributed

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Let X1, X2 be two independent normal random variables with means μ1, μ2 and standard deviations σ1, σ2, respectively. Consider Y = X1 – X2; μ1 = μ2 =1, σ1 = 1, σ2 = 2. Then,

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