(a) Let z be a normal random variable with u = 0 and o2 = 1. Find E[z2](b) Let 21, 22, . . . , zn be n different independent normal random variables, each with p = O and o2 = 1. A xi random variable is equivalent to: 2 2 2 2 anzl+22+...zn Find E [xi] ((3) A normal random variable raised to the fourth power has an expected value of 3 (E [24] = 3). Find Var(x?21). (d) Find the probability that a x? random variable (22) is a Greater than 3.8416 c Less than .09