Let X1 and X2 be independent chi-square random variables with r1 and r2 degrees of freedom, respectively.
Question:
(a) Find the joint pdf of Y1 and Y2.
(b) Determine the marginal pdf of Y1 and show that Y1 has an F distribution.
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Step by Step Answer:
a The joint pdf of X 1 and X 2 is Let Y 1 X 1 r 1 ...View the full answer
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Related Book For 
Probability and Statistical Inference
ISBN: 978-0321923271
9th edition
Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman
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