Let T = W/V/r, where the independent variables W and V are, respectively, normal with mean zero
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Let T = W/√V/r, where the independent variables W and V are, respectively, normal with mean zero and variance 1 and chi-square with r degrees of freedom. Show that T2 has an F-distribution with parameters r1 = 1 and r2 = r.
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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