Question: Suppose that the five random variables X1, . . . , X5 are i.i.d. and that each has the standard normal distribution. Determine a constant
c(X1 + X2)/(X23+ X24 + X25)1/2
will have a t distribution.
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X 1 X 2 has the normal distribution with mean 0 and variance 2 Therefore ... View full answer
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