List of top Statistics Questions on Standard Univariate Distributions asked in IIT JAM MS

Let \(X_1,X_2,X_3\) be three independent random variables such that \(X_1\sim N\left(0,\frac12\right)\), \(X_2\sim N(0,2)\), and \(X_3\sim N(0,4)\). Consider the following statements.