5.4-23. Let X be N(0,1). Use the mgf technique to show that Y = X² is x2(1). HINT: Evaluate the integral repre- senting E(e¹x²) by writing w=x√//1-2t.

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5.4-23. Let X be N(0,1). Use the mgf technique to show
that Y = X² is x2(1). HINT: Evaluate the integral repre-
senting E(e¹x²) by writing w=x√//1-2t.
Transcribed Image Text:5.4-23. Let X be N(0,1). Use the mgf technique to show that Y = X² is x2(1). HINT: Evaluate the integral repre- senting E(e¹x²) by writing w=x√//1-2t.
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