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Suppose Z1,Z2 are two independent random variables both having standard norm distribution.
What is the distribution of Z12+Z22 ? Work out their MGF and compared to MGFs of the
distributions you know. Choose one from below? uniform normal exponential Gamma 1 point
Following the last question, find the second moment of Z12+Z22.

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Suppose Z1,Z2 are two independent random variables both having standa.pdf

  • 1. Suppose Z1,Z2 are two independent random variables both having standard norm distribution. What is the distribution of Z12+Z22 ? Work out their MGF and compared to MGFs of the distributions you know. Choose one from below? uniform normal exponential Gamma 1 point Following the last question, find the second moment of Z12+Z22.