Question: ( 2 0 % ) Let Z denote the standard normal distribution. ( a ) Derive the pdf and MGF of U Z 2 .

(20%) Let Z denote the standard normal distribution.
(a) Derive the pdf and MGF of UZ2.
(b) Continue on (a), find the expectation and variance of U.
(20%) Let Z denote the standard normal distribution. (a) Derive the

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