MULTIVARIATE DISTRIBUTION THEORY

1.2 Suppose 2,. ~ N [i], 1] fort = 1. 2 and 3. If the Z; are independent. 3 {i} Find the distribution of Y such that 1' = Z 2;. I=1 2'1 {Ii} What Is the distribution of; such that g: ( z: ) _ Z} 1.3 If X1, ...,Xn are independent and identically distributed [i.i.d.} N (p, oz) . prove that I? y 5 I"; I: \"'- I_1_