The sum of two independent random variables with normal dist

The sum of two independent random variables with normal distributions is normal. The difference of two independent random variables with normal distributions is normal. The sum of two random variables with normal distributions is normal. The sum of the squares of n normal random variables is chi-square distributed. Which statement(s) is (are) wrong?

Solution

Correct choice is (B).

 The sum of two independent random variables with normal distributions is normal. The difference of two independent random variables with normal distributions i

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