Exercise 2 (15 points). Let Y₁,..., Yn be independent random variables such that Y; ~ N(₂, ²) and Y = (Y₁,..., Yn)'. a) What is the distribution of Y? b) Write nỸ² in a quadratic form. What is the distribution of ? c) Show that nỸ2 and 1(Yi-Y)² are independent variables.

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