Question: Let X 1 , X 2 be iid with common distribution having the pdf f(x) = e x , 0 < x < , zero

Let X1, X2 be iid with common distribution having the pdf f(x) = e−x, 0 < x < ∞, zero elsewhere. Show that Z = X1/X2 has an F-distribution.

Step by Step Solution

3.51 Rating (158 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

Suppose fx1 0 Let X2x1X1 so Z X1X2 The Fdistribution with one degree of freedom is the distribution ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Statistical Techniques in Business Questions!