Question: (a) Let X1 and X2 be independent n(0,1) random variables. Find the pdf of (X1 - X2)2/2. (b) If Xi, i = 1, 2, are

(a) Let X1 and X2 be independent n(0,1) random variables. Find the pdf of (X1 - X2)2/2.
(b) If Xi, i = 1, 2, are independent gamma(ai, 1) random variables, find the marginal distributions of X1/(X1 + X2) and X2/(X1 + X2).

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a Since X 1 X 2 2 n0 1 X 1 X 2 2 2 X 2 1 see Example 21... View full answer

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