Given X∼N(0,1)X \sim N(0, 1)X∼N(0,1), what is the distribution of Y=σX+μY = \sigma X + \muY=σX+μ?
N(μ,σ2)N(\mu, \sigma^2)N(μ,σ2)
N(0,σ)N(0, \sigma)N(0,σ)
N(μ,σ)N(\mu, \sigma)N(μ,σ)
N(μ2,σ2)N(\mu^2, \sigma^2)N(μ2,σ2)