Use moment generating functions to decide whether or not the
given random variables X and Y are equal in distribution.
a). The random variables Z1, Z2, Z3 are independent normal
N(0,1), X = Z1 + Z2 + Z3 and Y = √3Z1
b). The random variables Z1, Z2, Z3 are independent Poisson with
the same parameterλ, X = 3Z1 and Y=Z1 + Z2 + Z3
c). The random variables Z1, Z2 are independent normal N(0,1), X
= Z1 + 2Z2...