Which of these is true for the normal distributions?

• A. ( _y = a_1 _1 + a_2 _2 + + a_n _n )
• B. ( _y = a_1 _1^2 + a_2 _2^2 + + a_n _n^2 )
• C. ( _y^2 = a_1^2 _1^2 + a_2^2 _2^2 + + a_n^2 _n^2 )
• D. ( _y^2 = a_1^2 _1^2 + a_2^2 _2^2 + + a_n^2 _n^2 )