Question

Point out the correct statement.

(a) The exponent of a normally distributed random variables follows what is called the log-normal distribution

(b) Sums of normally distributed random variables are again normally distributed even if the variables are dependent

(c) The square of a standard normal random variable follows what is called chi-squared distribution

(d) All of the mentioned

I have been asked this question in quiz.

My question is based upon Common Distributions topic in section Statistical Inference and Regression Models of Data Science

Answer 1

The correct choice is (d) All of the mentioned

For explanation: Many random variables, properly normalized, limit to a normal distribution.