Question 5: Xn be iid with mean and variance 16. Let X = -F + Let Xl.. Xn). \Vhat is the smallcxst n required such that P(IX < 1) 2 0.95. b. Let X be a random variable with moment generating function mx(t). Let Y = a + bX. where a and b are constants. Clearly show that the moment generating function of Y is mv(t) = et2/2 Let Z N(O. 1) and the moment generating function is mz(t) Clearly derive the moment generating function of N(/l, 02) based on the given infor mation.