In Example 12.3.7, we simulated the values by first simulating gamma random variables with parameters (n p)/2 and 1. Suppose that our statistical

In Example 12.3.7, we simulated the τ values by first simulating gamma random variables with parameters (n − p)/2 and 1. Suppose that our statistical software allows us to simulate χ2 random variables instead. Which χ2 distribution should we use and how would we convert the simulated χ2’s to have the appropriate gamma distribution?