20. Suppose X and Y are independent random variables such that sd(X) = ? and sd(Y) = ?. Which of the following is the correct formula for sd(X - Y)?
(a) $\sqrt{\sigma^2 - \tau^2}$ (b) $\sqrt{\sigma^2 + \tau^2}$
(c) $\sigma - \tau$ (d) $\sigma + \tau$
(e) None of the above
Answer: 20b
15. Let X1, X2,..., Xn be independent discrete random variables all with the same probability mass function. Suppose var(X1) = 2 and E(X1) = 1. Which of the following random variables corresponds to the Z-score of X?
(a) $\frac{X + n}{\sqrt{2/n}}$ (b) $\frac{X - 1}{\sqrt{2/n}}$
(c) $\frac{X + 1}{2/\sqrt{n}}$ (d) $\frac{X + 1}{\sqrt{2/n}}$
(e) $\frac{X - 1}{2/\sqrt{n}}$
Answer: 15b
