Theorem 1: Let ( Z_1,Z_2,dots,Z_k ) be normally and independently distributed random variables with mean ( μ =0 ) and variance ( σ2=1 ). Then the rand
a) variables ( Z_1,Z_2,dots,Z_k ) are not normally distributed.
b) variables ( Z_1,Z_2,dots,Z_k ) are normally distributed with mean ( μ =0 ) and variance ( σ2=1 ).
c) variables ( Z_1,Z_2,dots,Z_k ) are uniformly distributed.
d) variables ( Z_1,Z_2,dots,Z_k ) are exponentially distributed