Question: Let X1 and X2 be two independent random variables. Let X1 and Y = X1 + X2 be 2(r1) and 2(r), respectively, where r1 <

Let X1 and X2 be two independent random variables. Let X1 and Y = X1 + X2 be χ2(r1) and χ2(r), respectively, where r1 < r.
(a) Find the mgf of X2.
(b) What is its distribution?

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