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Please answer the following question. Don't copy others answers, thank you! Question 2 (20 marks) (a) Determine the laws (i) C(Z1 + Z2) and (ii)

Please answer the following question. Don't copy others answers, thank you!

Question 2 (20 marks) (a) Determine the laws (i) C(Z1 + Z2) and (ii) C(Z1/Z2) for independent and standard normal rvs Z1 and Z2. (8 marks) (b) Show that a family of rvs {X,} is uniformly integrable when sup, EX,]

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