Let X~N(2,6) and Y~N(-3,2) and Z~N(0,1). All three random variables are independent of each other. Do the following.
a. What is the distribution of W=X+Y+Z? What are E(W) and Var(W)?
b. What is the distribution of Q=2Y?
c. What is the distribution of P=-2X+4?
d. Find a and b so that M=a+bX is distributed as a standard Normal Distribution?.