a The event X2 curren y is equivalent to what event involving X itself b If X has a standard normal distribution, use part (a) to write the integral that equals P(X2 curren y) Then differentiate this with respect to y to obtain the pdf of X2 the square of a N (0, 1) variable Finally, show that X2 h...

a X 2 y y X y b To find the pdf of Y ...

a. The event {X2 ¤ y} is equivalent to what event involving X itself? b. If X

Question:

a. The event {X2 ‰¤ y} is equivalent to what event involving X itself?
b. If X has a standard normal use part (a) to write the integral that equals P(X2 ‰¤ y). Then differentiate this with respect to y to obtain the pdf of X2 [the square of a N (0, 1) variable]. Finally, show that X2 has a chi-squared with Î½ = 1 df [see (4.10)]. [Use the following identity.]

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...