Let {Xi} be a sequence of independent and identically distributed (IID) Normal random
variables with zero-mean and unit variance. Let Sk=X1+X2++Xk,k1 Determine the joint
probability density function for Sn and Sm, where 1m.
Let {Xi} be a sequence of independent and identically distributed (II.pdf
1. Let {Xi} be a sequence of independent and identically distributed (IID) Normal random
variables with zero-mean and unit variance. Let Sk=X1+X2++Xk,k1 Determine the joint
probability density function for Sn and Sm, where 1m