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5. Consider X~ Normal (7, 32) independent of Y~ Normal (5, 22). Which one of the following statements is not true?
A) E(X -Y) = 2
B) E(2X –Y+3) = 12
C) V(X +Y) = 32 +22
D) V(X -Y) = 32 +22
E) X+Y still a normal random variable
F) X -Y still a normal random variable
G) 3X is still a normal random variable
H) 3X+5 is still a normal random variable
I) P[X –Y-2 > 0] < 50%
J) P[X –Y-2 = 0] = 0.
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