5.9 Pairs of Gaussian r.v.

1. (Review) Integrate {$ \exp(-x^2) $}.
2. X is N(0,s). Y is N(0,1). Find f_X+Y.
3. Example 5.31 p264.
4. Example 5.32 p267. There's a typo; it should refer to example 5.16, not 5.8. (I didn't do this one, but if you look at it, you need to know about the typo.)
5. Example 5.33.
6. Example 5.34 p267.