Let X1 and X2 be two independent random variables. Let X1 and Y = X1 + X2

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Let X1 and X2 be two independent random variables. Let X1 and Y = X1 + X2 be χ2(r1) and χ2(r), respectively, where r1 < r.
(a) Find the mgf of X2.
(b) What is its distribution?
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Probability and Statistical Inference

ISBN: 978-0321923271

9th edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

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