Question: 1. Basic concepts understanding. Please briefly explain the relationship of standard normal distribution, t distribution, Chi- square distribution and F distribution. Note: from their definition

1. Basic concepts understanding. Please briefly explain the relationship of standard normal distribution, t distribution, Chi- square distribution and F distribution. Note: from their definition of probability density function. (a). Following (a), why does the constructed test statistic follow F distribution in the ANOVA? (b). Please briefly explain the relationship of critical point, cumulative distribution probability and percentile. Use a figure to help your analysis

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