Question: 42. If Xi,i = 1,..., n are independent normal random variables, with Xi having mean i and variance 1, then the random variable n i=1

42. If Xi,i = 1,..., n are independent normal random variables, with Xi having mean μi and variance 1, then the random variable n i=1 X2 i is said to be a noncentral chi-squared random variable.

(a) if X is a normal random variable having mean μ and variance 1 show, for

|t| < 1/2, that the moment generating function of X2 is?

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