Question: Please help with this question. Let X N N (#1 , or?) and Y m N (p12, 0:] be independent random variables. (a) What is

Please help with this question.

Please help with this question. Let X N N (#1 , or?)

Let X N N (#1 , or?) and Y m N (p12, 0:] be independent random variables. (a) What is the generating function of X? Show the calculations. (b) Show that Z = X | Y is a normal random variable

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