2.23. (Sec. 2.4) Let XI' ... ' XN be independently distributed with Xi having distribution N( f3...

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2.23. (Sec. 2.4) Let XI' ... ' XN be independently distributed with Xi having distribution N( f3 + 1Zi, (T 2), where :t;i is a given number, i = 1, ... , N, and ~izi = o.

(a) Find the distribution of(XI, ... ,XN )'.

(b) Find the distribution of X and g = ~xizJ~zl for ~zl > o.

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