Problem

Let Z have a standard normal distribution and define a new rv Y by Y = σ Z + μ . Show t...

Let Z have a standard normal distribution and define a new rv Y by Y = σ Z + μ . Show that Y has a normal distribution with parameters μ and σ . [Hint: Y ≤ y iff Z ≤ ? Use this to find the cdf of Y and then differentiate it with respect to y .]

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