Consider a random sample Y1, . . . , Yn from a normal population with mean μ and with variance σ2. Define

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The question in my textbook then asks:For each of the random variables X1 , . . . , X5 , give its probability distribu-tion. (Do not forget to give the values of the parameters of the distribu-tion.)

I'm not sure what its asking, could I get some help starting off?