1. The problem statement, all variables and given/known data Let X1,X2,X3 be a random sample from a normal distribution with mean μ≠0 and variance σ2=1/24. What are the values of a and b, respectively, in order for L=aX1+4X2+bX3 to have standard normal distribution? 2. Relevant equations σ=1/√24 Converting normal distribution to Standard Z=(X-μ)/σ 3. The attempt at a solution I tried to set this up by calculating Z for each value of X and setting it equal to L aX1+4X2+bX3= (X1-μ)/(1/√24) + (X2-μ)/(1/√24) + (X3-μ)/(1/√24) But doesn't this just mean that a=b=4? I don't really know how to tackle this problem. Any help is appreciated!