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5. Let {Wt, t > 0} be a standard Brownian motion. Find the probability density function of Z = 3W1 - W3. Hint: Use independent

5. Let {Wt, t > 0} be a standard Brownian motion. Find the probability density function of Z = 3W1 - W3. Hint: Use independent increments to rewrite Z.] [4]

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