Point out the correct statement.

The correct answer is D. All of the mentioned.

• The exponent of a normally distributed random variables follows what is called the log-normal distribution. This is because the logarithm of a normally distributed random variable is normally distributed.
• Sums of normally distributed random variables are again normally distributed even if the variables are dependent. This is because the sum of two normally distributed random variables is also normally distributed, and the sum of a normally distributed random variable and a constant is also normally distributed.
• The square of a standard normal random variable follows what is called chi-squared distribution. This is because the square of a standard normal random variable is a chi-squared random variable with one degree of freedom.

Here are some additional details about each of these statements:

• The
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