Let Z be nomrally distributed with mean 0 and variance 1. Let Z1 ,.., Zn be an iid random sample, all distributed as Z.  Find the moment-generating function of Z2. please show all your work especially when intergrating. do not skip any minor details.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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Let Z be nomrally distributed with mean 0 and variance 1. Let Z1 ,.., Zn be an iid random sample, all distributed as Z. 

Find the moment-generating function of Z2.

please show all your work especially when intergrating. do not skip any minor details.

 

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