Question: The function rand() generates a random number between zero and 1. Using the inverse normal distribution, the function norm.inv( rand(), 0, 1 ) generates a

The function rand() generates a random number between zero and 1. Using the inverse normal distribution, the function norm.inv( rand(), 0, 1 ) generates a random variable with a mean zero and std equal 1. z1 and z2 are random numbers drawn from uncorrelated normal random distributions each with a zero mean and unity standard deviation. Verify that z1 and z2 has the following stats

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