Q5.

solve Q5 b) please assuming part a) holds! (dont copy answers)

(a) If Z ~ N(0,0%), show that (i) the cdf of |Z| is G(x) = 20 (2/0)-1 where (t) is the cdf of a N (0,1) random variable; (ii) the t quantile of the distribution of 2 is G-(T) = 00-'((T +1)/2). (b) Suppose that 21,--., Zn are independent N (0,02) random variables and define W; = |2| for i = 1,..., n and the order statistics W(1)