Question: Question 6*: Let X1, ..., Xn be iid normal with mean / and variance 1. a. Obtain the distribution of T = (X1 - M)2

Question 6*: Let X1, ..., Xn be iid normal with mean

Question 6*: Let X1, ..., Xn be iid normal with mean / and variance 1. a. Obtain the distribution of T = (X1 - M)2 +... + (Xn -/)2. b. Derive the moment generating function of T

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