X and Y are independent random variables. The mean and variance of X are 2 and 1 respectively. The mean and variance of Y are 3 and 2 respectively. Which of the statements below about the random variable X-Y is true?
a. X-Y~Normal(-1,1)
b. X-Y~Normal(1,3)
c. X-Y has mean -1 and variance 3.
d. X-Y has mean 5 and variance 3.
This question is based on the additive property of Normal distribution as sum or minus of Normal independent variates is also Normal distribution. Let X and Y are two random variables with mean and , and variance and respectively, therefore, X-Y will follow Normal with mean and variance , therefore in given question, X-Y will be normal with mean = 2-3 = -1, and variance = 1+2 = 3.
therefore option C is correct.
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