Let Z have a standard normal distribution and define a new rv ?Y ?by Y = ? Z + ? . Show that ?Y ?has a normal distribution with parameters ? and ? . [?Hint?: Y ? y iff Z ? ? Use this to find the cdf of ?Y ?and then differentiate it with respect to ?y ?.]

Statistics 201 – Professor Baek Section Titles Vocab Subtitles Chapter 6: Probability Distributions Section 6.1 1. Random Variable: a numerical measurement of the outcome of a random phenomenon; randomness often results from the use of random sampling or a randomized experiment to gather the data 2. Probability Distribution: specifies its possible values...