Let X1, X2 be two independent normal random variables with means μ1, μ2 and standard deviations σ1, σ2 respectively. Consider Y =X1-X2; µ1=µ2=1, σl=1, σ2=2. Then.
(a) Y is normal distributed with mean 0 and variance 1
(b) Y is normally distributed with mean 0 and variance 5
(c) Y has mean 0 and variance 5, but is NOT normally distributed
(d) Y has mean 0 and variance 1, but is NOT normally distributed