(7)If are independent random variables, each having a Normal( ) distribution, find the distribution of Y = The summation from i = 1 to n of [(X-u)/sigma]^2. Also find the distribution of Z = n[((Xbar-u)^2)/sigma^2] Solution (Xi-u)/ ~ N(0,1) ....Since Xi\'s are independent ....So Y = The summation from i = 1 to n of [(X-u)/sigma]^2 follows ChiSquare n distribution... the distribution of Z = n[((Xbar-u)^2)/sigma^2] follows ChiSquare 1 ... Please rate and reward ... :).