Q36Section B (Section B)36 of 60

Independence and distribution of normal sums

Let $X$ and $Y$ be two independent random variables having $N(0, \sigma_1^2)$ and $N(0, \sigma_2^2)$ distributions, respectively, where $0 < \sigma_1 < \sigma_2$ . Then which of the following statements is/are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Select every correct option, then submit.

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