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Anwser the following quesion with steps. (d) 5 points Assume Z1, Z2, ... is a sequence of independent and identically distributed random variables with characteristic

Anwser the following quesion with steps.

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(d) 5 points Assume Z1, Z2, ... is a sequence of independent and identically distributed random variables with characteristic function oz (t) = e-2t,te R. Prove or disprove that the Zn = n LinZ; has the same law with Z1

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