Question: Suppose that the random variables X1, . . . , Xn are independent, and each random variable Xi has a continuous c.d.f. Fi . Also,

Suppose that the random variables X1, . . . , Xn are independent, and each random variable Xi has a continuous c.d.f. Fi . Also, let the random variable Y be defined by the relation Y- 2 Fi(Xi). Show that Y has the χ2 with 2n degrees of freedom.

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