Question

Point out the wrong statement.

(a) The normal distribution is asymmetric and peaked about its mode

(b) A constant times a normally distributed random variable is also normally distributed

(c) Sample means of normally distributed random variables are again normally distributed

(d) None of the mentioned

I have been asked this question during an interview.

This interesting question is from Common Distributions in chapter Statistical Inference and Regression Models of Data Science

Answer 1

Correct choice is (a) The normal distribution is asymmetric and peaked about its mode

For explanation: The normal distribution is symmetric and peaked about its mean.