Chapter 3: Problem 19
Let the random variable \(X\) have a distribution that is \(N\left(\mu, \sigma^{2}\right)\). (a) Does the random variable \(Y=X^{2}\) also have a normal distribution? (b) Would the random variable \(Y=a X+b, a\) and \(b\) nonzero constants have a normal distribution? Hint: \(\quad\) In each case, first determine \(P(Y \leq y)\).
Short Answer
Step by step solution
Key Concepts
These are the key concepts you need to understand to accurately answer the question.