Q1 Suppose X₂ N(μ, o²), i = 1,2,...,n and Z; ~ N(0, 1), i = 1, 2, ..., k, and all random variables are independent, i.e. X₂'s are independent and identically distributed, Z₂'s independent and identically distributed and X; and Z; are independent. State the distribution of each of the following random variables if it is named distribution or otherwise state 'unknown'. Justify your answers; no derivations are necessary!! (m) (a) X₁ X₂ (d) Z2 (j) (9) Z²-Z2 Z₁ Z₂ (e) Σ1(X; – μ)2 02 (o) kể (b) X₂+2X3 √n (X-μ) o Sz (h) Z₁ (p) V Z2 (1) k + Σ(Z₁ - Z)² i=1 X₁ - X₂ oSz√2 (f) Z²+Z² (c) Z2 √nk (X-µ) Σ 0₁ i=11 X Σi=1 Zi (n) + 02 k (k − 1) Σ#1(X; – X) (n-1)0²₁(Z; - Z)²

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ISBN:9781119256830
Author:Amos Gilat
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Could you solve parts j, k, l please?

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Q1 Suppose X; ~ N(µ, o²), i = 1, 2,...,n and Z; ~ N(0, 1), i = 1, 2, ..., k, and all random variables are independent, i.e. X₂'s are
independent and identically distributed, Z;'s independent and identically distributed and X; and Z; are independent. State the distribution of
each of the following random variables if it is named distribution or otherwise state 'unknown'. Justify your answers; no derivations are
necessary!!
(m)
(a) X₁ X₂
(d) Z² (e)
(g) Z²-Z2
(j)
Z₁
Z₂
Σ1(Χ; – μ)2
02
(b) X₂ + 2X3
√n (x-μ)
o Sz
(o) kŻ²
(h)
(P)
Z₁
Z2
(²)
k
+ Σ(Z₁ - Z)²
(c)
X₁ - X₂
oSz√2
(f) Z²+Z2
Z²
Z2
(i)
√nk (X-μ)
k
°√ CL1Z?
X Σi=1²₁
02
k
(n) +
(k − 1) Σ1 (X; – X)²
(n − 1)0² Σh_1(Zi – Z)²
k
Transcribed Image Text:Q1 Suppose X; ~ N(µ, o²), i = 1, 2,...,n and Z; ~ N(0, 1), i = 1, 2, ..., k, and all random variables are independent, i.e. X₂'s are independent and identically distributed, Z;'s independent and identically distributed and X; and Z; are independent. State the distribution of each of the following random variables if it is named distribution or otherwise state 'unknown'. Justify your answers; no derivations are necessary!! (m) (a) X₁ X₂ (d) Z² (e) (g) Z²-Z2 (j) Z₁ Z₂ Σ1(Χ; – μ)2 02 (b) X₂ + 2X3 √n (x-μ) o Sz (o) kŻ² (h) (P) Z₁ Z2 (²) k + Σ(Z₁ - Z)² (c) X₁ - X₂ oSz√2 (f) Z²+Z2 Z² Z2 (i) √nk (X-μ) k °√ CL1Z? X Σi=1²₁ 02 k (n) + (k − 1) Σ1 (X; – X)² (n − 1)0² Σh_1(Zi – Z)² k
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