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6. Suppose X1 and X2 are independent N(0, o') random variables. (a) Find the distribution of Y1 and Y2, where X1 Yl = X? +

6. Suppose X1 and X2 are independent N(0, o') random variables. (a) Find the distribution of Y1 and Y2, where X1 Yl = X? + X?, and Y2 = VY1

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