Question: Recall that if Z is a random variable with the standard Normal distribution, then the distribution of E'.'2 (the result of applying the function f(z)

Recall that if Z is a random variable with the standard Normal distribution, then the distribution of E'.'2 (the result of applying the function f(z) = 22 to the outcomes of Z] has a X-f distribution. If 21, Z 3. . . . Zn. are independent random variables with the standard Normal distribution, then the distribution of 2?:1 Z 5 is a 1321 distribution. Also, ifX and i" are random variables and 1' = 901') then Eg (.101 = E}; [Y]. Please compute the expected value ofxf, the 3'3 distribution with 1 degree of freedom. Based on your answer to la, please compute the expected value of xi, the I? distribution with 11 degrees of freedom
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