5.4-23. Let X be N(0,1). Use the mgf technique to show that Y = X² is x2(1). HINT: Evaluate the integral repre- senting E(e¹x²) by writing w=x√//1-2t.

Linear Algebra: A Modern Introduction
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ISBN:9781285463247
Author:David Poole
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Chapter6: Vector Spaces
Section6.6: The Matrix Of A Linear Transformation
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5.4-23. Let X be N(0,1). Use the mgf technique to show
that Y = X² is x2(1). HINT: Evaluate the integral repre-
senting E(e¹x²) by writing w=x√//1-2t.
Transcribed Image Text:5.4-23. Let X be N(0,1). Use the mgf technique to show that Y = X² is x2(1). HINT: Evaluate the integral repre- senting E(e¹x²) by writing w=x√//1-2t.
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