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3) Let the random variable F have an F distribution with m and n degrees of freedom respectively, that is F~F(m,n). Prove the following:
3) Let the random variable F have an F distribution with m and n degrees of freedom respectively, that is F~F(m,n). Prove the following: (20 points) m a) Y = 1+ has a beta distribution with parameters n respectively. That is Y-B (n/2, m/2). b) Show that P(Fx) = 1-P(Y 1+1 5/1 m n X n 22 and m 2
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To prove these statements a First lets express Y as a function of F Y 1 mnF1 Let W mnF then F nmW Su...
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
