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Show work/reason for answer if possible 5. Consider X~ Normal (7, 32) independent of Y~ Normal...

Show work/reason for answer if possible

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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