Question: Let X and Y be iid n(0,1) random variables, and define Z = min(X, V). Prove that Z2 ~ X2I.

Let X and Y be iid n(0,1) random variables, and define Z = min(X, V). Prove that Z2 ~ X2I.

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Calculating the cdf of Z 2 we obtain F Z2 z PminX Y 2 z Pz minX Y z PminX Y z Pm... View full answer

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