Question: Let X F (n1, n2). For a > 0 and b > 0, derive the density of Y = aXb, give an expression in

Let X ∼ F (n1, n2). For a > 0 and b > 0, derive the density of Y = aXb, give an expression in terms of the incomplete beta function for the c.d.f. of Y and calculate E [Y r] as a function of the raw moments of X.

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