Question: Consider a random sample X1, X2, ..., Xn from a location scale family with density function: f(x, , ) = 1 f x , where
Consider a random sample X1, X2, ..., Xn from a location scale family with density function: f(x, , ) = 1 f x , where and are the location and scale parameters, respectively
a. Show that R1 = S is a pivotal quantity for inference involving , where S 2 is the sample variance. (5 points)
b. Show that X S is a pivotal quantity for inference involving , where X and S 2 are the sample mean and sample variance, respectively. (5 points)
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