Mathematics · Mathematical Statistics
Let X1, X2, ..., Xn be random variables whose marginal distributions are N(0, 1). Suppose E(XiXj) = 0 for all i ≠ j. Let Y = X1 + X2 + ... + Xn. Which of the following statements is always true?
- 1P(|Y| > t) ≤ nt2 for all t > 0
- 2E(Xi3Xj3) = 0 for all i ≠ j
- 3V = ∑Xi2 has a Chi-square distribution with n degrees of freedom
- 4Y has a normal distribution with mean zero and variance n✓
Correct answer
Y has a normal distribution with mean zero and variance n
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