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Suppose Z N ( 0 , 1 ) . ( a ) Find the moment generating function of Z . ( b ) Find the

Suppose

Z N (0, 1) .

(

)

Find the moment generating function of

Z .

(

)

Find the density function of

Y = Z_{1}^{2} + Z_{2}^{2},

where

Z_{1}, Z_{2}

N (0, 1) .

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