In reply to Rick Wicklin.

Dear Dr. Wicklin,
It seems to me that the fact that "the Y variable (in this program is not normally distributed. It) is equal to a conditional mean plus a homogeneous, normally distributed, error term" makes the Y variable to be normally distributed.
See, for instance the book of Draper and Smith applied regression analyis 3rd Ed. on page 91. Y - N(betao + beta1 X, covariance). The observed X-values are fixed on realizations of a random variable with any (reasonable) distribution.
the problem is that there is a Gaussian distribution at each value of the X.
Best
Bruno