Let (X 1 ; . . . ;X 20 ) be 20 iid N(2; 4) random variables.

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Let (X1; . . . ;X20) be 20 iid N(2; 4) random variables. Also, define the random variables ZX–2/2 for i 1; . . . ; 20. Answer the following questions relating to these random variables.

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