7.13. (Sec. 7.3) Let ZI' ... ' Z be independently distributed, each according to N(O, I). Let...

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7.13. (Sec. 7.3) Let ZI' ... ' Z" be independently distributed, each according to N(O, I). Let W = [:. Il- I ball Za Z~. Prove that if a' Wa = X~ for all a such that a' a = 1, then W is distributed according to W{/, m). [Hint: Use the characteristic function of a'Wa.]

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