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2 changes: 2 additions & 0 deletions src/chapters/5/sections/normal/index.tex
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@@ -1,5 +1,7 @@
\section{Normal}

\subsection{problem 19}
\input{problems/19}
\subsection{problem 26}
\input{problems/26}
\subsection{problem 35}
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35 changes: 35 additions & 0 deletions src/chapters/5/sections/normal/problems/19.tex
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From the statement, $Y$ is a normal-distributed r.v. with mean $\mu=1$ and variance $\sigma^2=4$, which implies standard deviation $\sigma=2$.


We can obtain $Y$ as a function of $Z$ using the location-scale transform, applicable to Normal distributions

$$
Z = \frac{Y-\mu}{\sigma} = \frac{Y-1}{2}
$$

$$
Y = 1 + 2 Z
$$


Let's check that the mean of $Y$ is correct by taking the expectation operator in both sides of the above equation

$$
E(Y) = E(1 + 2Z) = 1 + 2 E(Z)
$$

$$
E(Y) = 1
$$

Doing the same with variance

$$
\mathrm{Var}(Y) = \mathrm{Var}(1 + 2Z) = 0 + 2^2 \mathrm{Var}(Z)
$$

$$
\mathrm{Var}(Y) = 4
$$

The mean and variance matched, therefore the simple-looking function between $Y$ and $Z$ is correct.