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9.28 Let X and Y be independent standard normal random variables. Find the mgf of X2...

Question:

9.28 Let X and Y be independent standard normal random variables. Find the mgf of X2 +Y2. What can you conclude about the dis

9.28 Let X and Y be independent standard normal random variables. Find the mgf of X2 +Y2. What can you conclude about the distribution of X2 +Y2? (Hint: See Example 9.19.)

Answers

Solution : Given x,y follow standard normal distribution => [CN) - Rozacao moment generating function of Elekt]. 3 h & entdaMoment generating function of XtY²-E [ (x44²) = = E [244**] PE [edit] E [ext] 1. Xiy are independent - ciety * chatz M.G.F of

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