Let X be a random variable with an Fp,q distribution. (a) Derive the pdf of X. (b)

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Let X be a random variable with an Fp,q distribution.
(a)
Derive the pdf of X.
(b) Derive the mean and variance of X.
(c) Show that 1/X has an Fp,q distribution.
(d)
Show that (p/q)X/[ 1 + (p/q)X\ has a beta distribution with parameters p/2 and 7/2- Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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