Let X,, X2, ... , X, be i.i.d. standard normal random variables, i.e., with mean 0 and variance 1, and let Y; = X? for all i = 1, ..., n. Use the moment generating function technique to show that the random variable Z = EY, i=1 follows a x distribution with n degrees of freedom.

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Let X,, X2, ... , X, be i.i.d. standard normal random variables, i.e., with
mean 0 and variance 1, and let Y; = X? for all i = 1, ..., n. Use the moment
generating function technique to show that the random variable Z = EY,
i=1
follows a x distribution with n degrees of freedom.
Transcribed Image Text:Let X,, X2, ... , X, be i.i.d. standard normal random variables, i.e., with mean 0 and variance 1, and let Y; = X? for all i = 1, ..., n. Use the moment generating function technique to show that the random variable Z = EY, i=1 follows a x distribution with n degrees of freedom.
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