Question: 8. (a) Let Z be a standard normal random variable. Show that the random variable Y = Z2 is gamma and find its parameters. (b)

8.

(a) Let Z be a standard normal random variable. Show that the random variable Y = Z2 is gamma and find its parameters.

(b) Let X be a normal random variable with mean µ and standard deviation σ. Find the distribution function of W = *X − µ σ ,2 .

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