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I solved (a), but I don't know how to solve (b) and (c), please help!! (10 pts) In this problem you will use the MGF

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I solved (a), but I don't know how to solve (b) and (c), please help!!

image text in transcribed
(10 pts) In this problem you will use the MGF to prove that the square of the standard normal is a well known distribution. (a) (3 pts) Let Z ~ N(0, 1) (recall fz(z) = V/2T ez). Using the definition of MGF show that 1 Mzz (t) = e-4(1-21)2'dz -DO V2TT (b) (5 pts) Using your result from part (a) show that Mzz (t) = , for t

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