2. Let Z1,..., Z, be i.i.d. standard normal random variables and define X = Z;, k = 1,..., n. j=1 Determine the distribution of the vector X = [X1, X2, . . . , X,]'.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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2. Let Z1,..., Z„ be i.i.d. standard normal random variables and define
X = Z;, k = 1, ..., n.
j=1
Determine the distribution of the vector X = [X1, X2, . .. , X„]".
Transcribed Image Text:2. Let Z1,..., Z„ be i.i.d. standard normal random variables and define X = Z;, k = 1, ..., n. j=1 Determine the distribution of the vector X = [X1, X2, . .. , X„]".
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