Question: 8. Let X1, X2, . . . , Xn be positive, identically distributed random variables. For 1 i n, let Show that Z1,

8. Let X1, X2, . . . , Xn be positive, identically distributed random variables. For 1 ≤ i ≤ n, let

Xi Z X + X2 + + Xn

Show that Z1, Z2, . . . , Zn are also identically distributed and, for 1 ≤ i ≤ n, find E(Zi).

Xi Z X + X2 + + Xn

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