Let Z₁, Z₂ be IID with N(0, 1). Find the moment-generating functions of X₁ = Z² and X₂ = Z² + Z2, respectively. What are the distributions of X₁ and X₂, respectively? i) Suppose W~ F(r₁, 72). Determine the distribution of Y 1 1+(r₁/r₂)W*

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Let Z₁, Z2 be IID with N(0, 1). Find the moment-generating functions of X₁ = Z²
and X₂ = Z₁ + Z, respectively. What are the distributions of X₁ and X₂, respectively?
(i) Suppose W~ F(r₁, 12). Determine the distribution of
Y
=
1
1 + (r₁/r₂)W
Transcribed Image Text:Let Z₁, Z2 be IID with N(0, 1). Find the moment-generating functions of X₁ = Z² and X₂ = Z₁ + Z, respectively. What are the distributions of X₁ and X₂, respectively? (i) Suppose W~ F(r₁, 12). Determine the distribution of Y = 1 1 + (r₁/r₂)W
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