GATE ME 2020 Set 2 — Question 11

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MCQ+1 / -0.33MediumRandom VariablesProbabilityEngineering MathematicsNormal DistributionStatistics & Distributions

Engineering Mathematics → Probability → Normal Distribution

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Question

The sum of two normally distributed random variables XX and YY is
  1. A.
    always normally distributed
  2. B.
    normally distributed, only if XX and YY are independent
  3. C.
    normally distributed, only if XX and YY have the same standard deviation
  4. D.
    normally distributed, only if XX and YY have the same mean

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