Question: c. (12 marks) Suppose that Y~ X2 ( 4 ) XY = y ~N(0,y- 1) Please find the probability density function of X. Please find


c. (12 marks) Suppose that Y~ X2 ( 4 ) XY = y ~N(0,y- 1) Please find the probability density function of X. Please find the mean and variance of X. (Remark: x2(r) denotes Chi-square distribution with r degrees of freedom.)
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