4.17 Suppose that X has a 2 -distribution, where > 2. Use the elementary expansion...
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4.17 Suppose that X has a χ2
ν -distribution, where ν > 2. Use the elementary expansion (4.55) with l = 4 and without the remaining term to approximate E(X
−1). Note that closed-form expressions of moments of X, including E(X
−1), can be obtained, so that one can directly compare the accuracy of the approximation. Does the approximation improve as ν →∞? (Hint: Consider the relative error of the approximation defined as |approximate−exact|/exact.)
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