What value for constants a and b lead to new random variable

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Reference no: EM131215033

Suppose X is a Gaussian random variable with mean Suppose we form a new random variable according to Y= aX +b for constants a and b .

(a) Prove that Y is also Gaussian for any a ≠ 0 .

(b) What values for the constants a and b will lead to the new random variable Y having zero mean and unit variance?

Reference no: EM131215033

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