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Let X1, X2, . . . , Xn be a random sample from N(, 2 ). a. What is the distribution of To = Pn

Let X1, X2, . . . , Xn be a random sample from N(, 2 ). a. What is the distribution of To = Pn i=1 Xi? b. What is the distribution of U1 = X1 X2?

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