Question: [5 Points] Suppose Y1, ..., Yn are independent normal random variables with the same variance o', but not necessarily the same mean. Let E[Yi] =

[5 Points] Suppose Y1, ..., Yn are independent normal random variables with the same variance o', but not necessarily the same mean. Let E[Yi] = /i, for i = 1, ..., n. Let Y = (Y1, . .., Yn) and suppose Z = (Z1, . .., Zn) is defined as Z = QY, where Q is an n x n orthogonal matrix. Show that Z1, . .., Zn are also independent normal random variables with the same variance o

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