Question: Let X have a Weibull distribution with parameters = 2 and . Show that Y = 2 X2 / 2 has a chi-squared distribution

Let X have a Weibull distribution with parameters α = 2 and β. Show that Y = 2 X2 / β2 has a chi-squared distribution with ν = 2. [The cdf of Y is P(Y ≤ y); express this probability in the form P(X ≤ g(y)), use the fact that X has a cdf of the form in Expression (4.12), and differentiate with respect to y to obtain the pdf of Y.]

Step by Step Solution

3.38 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

For y 0 Now take the cdf of X We... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

1172-M-S-D-R-V(1057).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!