Question: Suppose a random variable x follow a normal distribution of N[0,( 1 3 ) 2 ]. Let z = 9x 2 , what is the

Suppose a random variable x follow a normal distribution of N[0,( 1 3 ) 2 ]. Let z = 9x 2 , what is the distribution of z? What is its mean, i.e. E(z)? [Hint: a 2x 2 = (ax) 2 and use the property of the normal distribution and Chi-square distribution.]

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