Question: Prove Theorem 8.9. Theorem 8.9 If X1, X2, . . . , Xn are independent random variables having chi- square distributions with v1, v2, .
Theorem 8.9
If X1, X2, . . . , Xn are independent random variables having chi- square distributions with v1, v2, . . . , vn degrees of freedom, then
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Has the chi-square distribution with v1 + v2 + · · · + vn degrees of freedom.
Y- X 3D1
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