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2. (2 pts) If Z1, Z2, Za, Z4, Z, and Zo are six independent random variables with standard normal distribution NV(0, 1). Construct a T's

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2. (2 pts) If Z1, Z2, Za, Z4, Z, and Zo are six independent random variables with standard normal distribution NV(0, 1). Construct a T's distribution. (Hint: Use the definition of T-distribution and x3 distribution.)

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