Let the independent random variables X1 and X2 be N(0,1) and 2(r), respectively. Let Y1 = X1/X2/r
Question:
(a) Find the joint pdf of Y1 and Y2.
(b) Determine the marginal pdf of Y1 and show that Y1 has a t distribution. (This is another, equivalent, way of finding the pdf of T.)
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Related Book For
Probability and Statistical Inference
ISBN: 978-0321923271
9th edition
Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman
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