1.

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

A. Y is normal 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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