ippose Ai k, and all random variables are independent, i.e. A; s are dependent and identically distributed, Z₂'s independent and identically distributed and X; and Z; are independent. State the distribution o ach of the following random variables if it is named distribution or otherwise state 'unknown'. Justify your answers; no derivations are ecessary!! (m) (a) X₁ - X₂ (d) Z2 (e) (9) Z2-Z2 (j) Z₁ Z₂ Σ#1(X; – μ)2 02 (b) (o) kể (k) X2 + 2X3 √n (X-μ) oSz (p) (h) Z₁ √22 + Σ(Z₁ - Ž)² i=1 (c) X₁ - X₂ oSz√2 (f) Z²+Z2 Z²2 Z2 (i) √nk(X-µ) ν/Σ 12 X ΣΖ k (n) + 02 (k-1) i1(X; - X)² (n-1)0², (Z; - Ž)²

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