(a) For the questions below, please show the derivation of the distributions step by step. Suppose that the random variables X₁,..., X form a random sample from a standard normal distribution. Let Y = (X₁ + X₂ + X₂ + X₂)² + (X₁ + X6 + X₁ + X)². Obtain the c value so that the random variable cỸ has a x² distribution.

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(a)
For the questions below, please show the derivation of the distributions step by step.
Suppose that the random variables X₁,..., X form a random sample from a
standard normal distribution. Let
Y = (X₁ + X₂ + X₂ + X₂)² + (X₁ + X6 + X₁ + Xg)².
Obtain the c value so that the random variable cY has a x² distribution.
Transcribed Image Text:(a) For the questions below, please show the derivation of the distributions step by step. Suppose that the random variables X₁,..., X form a random sample from a standard normal distribution. Let Y = (X₁ + X₂ + X₂ + X₂)² + (X₁ + X6 + X₁ + Xg)². Obtain the c value so that the random variable cY has a x² distribution.
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