12. Suppose that Y~ N3(0, In). Find the m.g.f. of 2(Y₁Y₂ - Y₂Y3 - Y3Y₁). Hence show that this random variable has the same distribution as that of 2U1 - U2 - U3, where the Ui's are independent xỉ random variables.

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12. Suppose that Y N3(0, In). Find the m.g.f. of 2(Y₁ Y2 - Y₂Y3 - Y³Y₁).
Hence show that this random variable has the same distribution as that
of 2U1 - U2 - U3, where the U's are independent xỉ random variables.
Transcribed Image Text:12. Suppose that Y N3(0, In). Find the m.g.f. of 2(Y₁ Y2 - Y₂Y3 - Y³Y₁). Hence show that this random variable has the same distribution as that of 2U1 - U2 - U3, where the U's are independent xỉ random variables.
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