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1) Let X1, X2, ..., Xn be independent and identically distributed standard normal random variables. Your answers for the following can include n. a) What
1) Let X1, X2, ..., Xn be independent and identically distributed standard normal random variables. Your answers for the following can include n. a) What is the distribution of Y = En, Xi^2? b ) For Y as defined in part c), find an approximation for P(Y> 2n) using the Central Limit Theorem. Express your final answer using the CDF of a standard normal random variable. (Hint: consider the distribution of Y, which is the average of X12, .. ., Xn2. )
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