4. Suppose random variables X; ~ N(Hi, o?), for i = 1,..., n, and X1,..., Xn are mutually independent. Let YΣΗμ (X¡ (1) Find the PDF of Y. (2) Find the moment generating function of Y.

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4. Suppose random variables X; ~ N(Hi, o?), for i = 1,..., n, and X1,..., Xn are mutually independent.
Let Y = E .
(X;-
(1) Find the PDF of Y.
(2) Find the moment generating function of Y.
Transcribed Image Text:4. Suppose random variables X; ~ N(Hi, o?), for i = 1,..., n, and X1,..., Xn are mutually independent. Let Y = E . (X;- (1) Find the PDF of Y. (2) Find the moment generating function of Y.
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