2. [20% ] Let X1, X be i.i.d random variables from N(, 1). Define X= and...

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2. [20% ] Let X1, X be i.i.d random variables from N(, 1). Define X= and 11-1 s==(x-x) a. State without proof the distribution of X. b. State without proof the distribution of (n - 1)S. c. Let Z= 82. Calculate E[Z]. 2. [20% ] Let X1, X be i.i.d random variables from N(, 1). Define X= and 11-1 s==(x-x) a. State without proof the distribution of X. b. State without proof the distribution of (n - 1)S. c. Let Z= 82. Calculate E[Z].