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1 . Let XUNp ( o , E, ) and yu Np ( 0, E . ) . Assume that X and y are independent

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1 . Let XUNp ( o , E, ) and yu Np ( 0, E . ) . Assume that X and y are independent Define Z = Xty and Z z = X - X ( i ) Find out the distributions of ? and the distribution of Zz (ii ) Define Get the distribution of Z. (ill ) show that 4 5 = 2 2, then 7, and Zz are independent

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