Question: 4. Let X be a random variable with mean u and variance o2. a) Calculate mean and variance of (X - u)/o. b) If X

4. Let X be a random variable with mean u and variance o2. a) Calculate mean and variance of (X - u)/o. b) If X has N ( u , 62) distribution, what is the distribution of - (X - M)/o, - [(X - M)/o]2. Hint: See Section 3.4

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