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Q32Section B (Section B)32 of 60

Distributions and moments of normal functions

Let X1,X2,X3X_1, X_2, X_3 be i.i.d. random variables, each having the N(0,1)N(0, 1) distribution. 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.

Options

Select every correct option, then submit.