please look at the picture for details of the question, thanks. [2] Let X ~ it. Show

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[2] Let X\" ~ it\". Show that X\" 5:. N(0,1). (Hint 1: recall that in = x/Hme where Z m N (U, 1} is independent of Wu ~ xi. Hint 2: a x? random variable is equal to the square of a N(0,1) random variable.)

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please look at the picture for details of the question, thanks. [2] Let X ~ it. Show

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