Metallurgical Engineering > GATE 2024 > Probability and Statistics
If X1 and X2 are independent normally distributed random variables with means μ1 and μ2, and variances ρ1 and ρ2, respectively, then the combination X = X1 + X2 has mean μ and variance ρ such that _______.
A
μ = μ1 + μ2 and ρ = ρ1 + ρ2
B
μ2 = μ12 + μ22 and ρ = ρ1 + ρ2
C
μ = μ1 + μ2 and ρ2 = ρ12 + ρ22
D
μ2 = μ12 + μ22 and ρ2 = ρ12 + ρ22

Correct : a

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