Let X 1 and X 2 be independent chi square random variables with r 1 and r 2 degrees of freedom, respectively (a) Show that V X 2 (X 1 X 2 ) has a beta distribution with r 2 2 and r 1 2 (b) Find E (V) and Var (V) ...

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Let X 1 and X 2 be independent chi-square random variables with r 1 and r 2

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Let X ₁ and X ₂ be independent chi-square random variables with r ₁ and r ₂ degrees of freedom, respectively.

(a) Show that V = X ₂/ (X ₁ + X ₂) has a beta distribution with α = r ₂ / 2 and β = r ₁ / 2 .

(b) Find E (V) and Var (V) .

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Probability and Statistics for Engineers and Scientists

ISBN: 978-0495107576

3rd edition

Authors: Anthony Hayter

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Posted Date: Dec 04, 2019 04:53 PM

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Let X 1 and X 2 be independent chi-square random variables with r 1 and r 2

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Probability and Statistics for Engineers and Scientists

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