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Exercise 8. (10 points) Show that if X1N(1,12) and X2N(2,22) are inde.pdf

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Exercise 8. (10 points) Show that if X1N(1,12) and X2N(2,22) are independent random variables, then the random variable Y=X1X2 is also normally distributed with E(Y)=12 and Var[Y]=12+22..

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Exercise 8. (10 points) Show that if X1N(1,12) and X2N(2,22) are independent random variables, then the random variable Y=X1X2 is also normally distributed with E(Y)=12 and Var[Y]=12+22.

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