Answer: D. .Normal distribution is a special case of Gamma distribution
Step-by-step explanation:
In statistics, it should be noted that the gamma distribution is regarded as a two-parameter family of the continuous probability distributions. The special cases of the gamma distribution taht we have are the Erlang distribution, exponential distribution, and the chi-square distribution.
Also, the exponential distribution has memoryless property due to the fact that the past doesn't have an effect on its future behavior.
It should be noted that the normal distribution is not a special case of Gamma distribution. Therefore, the correct option is D.