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(5 points) Suppose Y1, . . ., Yn ~ N(Mi, 2) and, Y; and Y; are independent for all i # j. Use the MGF

(5 points) Suppose Y1, . . ., Yn ~ N(Mi, 2) and, Y; and Y; are independent for all i # j. Use the MGF to show that En KY ~N (Er, kimi, Et, ko?)

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