2 Let Z1, Z2, , Zn be independent standard normal random variables For what value of , 0, is (Z1 Z2 Zn) also a standard normal random variable

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Question: 2. Let Z1, Z2, . . . , Zn be independent standard normal random variables. For what value of , > 0, is (Z1

2. Let Z1, Z2, . . . , Zn be independent standard normal random variables. For what value of α, α > 0, is α(Z1 + Z2 + · · · + Zn) also a standard normal random variable?

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