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Please solve the following question by your own work, or I will give you a negative feedback, thank you! (a) Determine the laws (i) C(Z,

Please solve the following question by your own work, or I will give you a negative feedback, thank you!

(a) Determine the laws (i) C(Z, + 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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