Normal and Gamma Distributions Assignment
Let Z1, Z2, ….be iid Normal(0; 1) rvs. Briefly explain how to use these rvs to generate/construct a rv from the distributions in the list below. You may (and should) use the results from earlier subproblems in order to solve later subproblems.
You are not allowed to use the inverses of CDFs unless you can nd them in closed form (without integrals in the nal answer, i.e., of the Normal and Gamma distributions). Justify all your answers.1. Normal( mu = 1; sigma^squared= 4) 2. Chi-squared with 1 degree of freedom 3.Chi squared distribution with n degrees of freedom4. Exponential(1)5. Uniform(0,1) 6. Exponential(B = 17) 7. Gamma(k; B= 19), k is a positive integer8. Cauchy distribution
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