What is probability distribution of the value of variable

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Consider a variable S that follows the process

For the first three years, μ = 2 and σ = 3; for the next three years, μ = 3 and σ = 4. If the initial value of the variable is 5, what is the probability distribution of the value of the variable at the end of year 6?

Reference no: EM131237412

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