(d) (2 points) Let X1-X2-X3 be independent identicaly distributed N(0-.pdf
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The document describes three independent and identically distributed random variables X1, X2, X3 that are normally distributed with a mean of 0 and variance of 1. It states that the distribution of the random variable X1^2 + X2 + X3 is normally distributed with a mean of 0 and variance of 6.
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