8. Let X, X2, , xn all be be distributed Normal(μ, σ2). Let X1, X2, ,...

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8. Let X, X2, , xn all be be distributed Normal(μ, σ2). Let X1, X2, , xn be mu- tually independent. a) Find the distribution of U-Σǐ! Xi for positive integer m < n b) Find the distribution of Z2 where Z = M Hint: Can the solution from problem #2 be applied here for specific values of a and b?

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1. Let X1, X2, , Xn be independent Normal μ, σ2) random variables. Let y,-n Σ_lx,...

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