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Let Z N (0, 1). Create an r.v. Y N (1, 4), as a simple-looking function of Z. Make sure

Chapter 5, Problem 21

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QUESTION:

Let Z N (0, 1). Create an r.v. Y N (1, 4), as a simple-looking function of Z. Make sure to check that your Y has the correct mean and variance.

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QUESTION:

Let Z N (0, 1). Create an r.v. Y N (1, 4), as a simple-looking function of Z. Make sure to check that your Y has the correct mean and variance.

ANSWER:

Step 1 of 2

Given that,

Let .

This indicates that the mean and variance of Z are:

It is required to create an r.v. , as a simple-looking function of Z so that Y has the correct mean and variance.

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