Question: . Prove that a sample taken from a N(u,2) distribution and defined by a variable y = Ek=(Xx - x)2 has a chi square distribution


. Prove that a sample taken from a N(u,2) distribution and defined by a variable y = Ek=(Xx - x)2 has a chi square distribution with n-1 dof. 02 y = xitx3+ x3 + ... + xx u = n 62 = 2n yz le z fx2 ( y, n) = n n >0 a3 = VB1 = 2 2 221(n/2) 0 12 no a4 = B2 = 3 + - n
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