Suppose that Z₁, Z2,..., Zn are statistically independent random variables. Define Y as the sum of squares of these random variables: n Y=> Z² (n ≥2) i=1 (a) Express the moment generating function My(t) of the random variable Y in terms of moment generating functions involving the random variables Z², i = 1, . .., n. (b) Determine My(t) for the special case that Z; N(0, 1). (c) For the above special case, calculate E[Y] by using the moment generating function.

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Suppose that Z₁, Z2, ..., Zn are statistically independent
random variables. Define Y as the sum of squares of these random variables:
n
Y=)Z (n>2)
i=1
(a) Express the moment generating function My(t) of the random variable Y in terms
of moment generating functions involving the random variables Z, i = 1, ...,
.., n.
(b) Determine My(t) for the special case that Z₁ ~ N(0, 1).
(c) For the above special case, calculate E[Y] by using the moment generating
function.
Transcribed Image Text:Suppose that Z₁, Z2, ..., Zn are statistically independent random variables. Define Y as the sum of squares of these random variables: n Y=)Z (n>2) i=1 (a) Express the moment generating function My(t) of the random variable Y in terms of moment generating functions involving the random variables Z, i = 1, ..., .., n. (b) Determine My(t) for the special case that Z₁ ~ N(0, 1). (c) For the above special case, calculate E[Y] by using the moment generating function.
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