4.27. (Sec. 4.2) The I-distribution. Prove that if X and Yare independently distributed, X having the distnbution

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4.27. (Sec. 4.2) The I-distribution. Prove that if X and Yare independently distributed, X having the distnbution N(O,1) and Y having the X2-distribution with m degrees of freedom, then W = XI JY 1m has the density

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[Hint: In the joint density of X and Y, let x = tw1m- J: and integrate out w.]

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 07:00 AM

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4.27. (Sec. 4.2) The I-distribution. Prove that if X and Yare independently distributed, X having the distnbution

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T[(m+1)] + (m) m -(m+1)

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An Introduction To Multivariate Statistical Analysis

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