Question: Consider Example 8.3.1. Define Z, = Y, - Y{_u 1 i n (Y 0 = 0). Show that Z u...,Zn are mutually independent

Consider Example 8.3.1. Define Z, = Y, - Y{_u 1 — i — n (Y 0 = 0).
Show that Z u...,Zn are mutually independent and that (n - i + 1)Z„
i = 1 has chi-square distribution with 2 degrees of freedom.

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