Question
Let X 1 and X 2 be independent chi-square random variables with r 1 and r 2 degrees of freedom, respectively. (a) Show that V
Let X 1 and X 2 be independent chi-square random variables with r 1 and r 2 degrees of freedom, respectively.
(a) Show that V = X 2 / (X 1 + X 2 ) has a beta distribution with α = r 2 / 2 and β = r 1 / 2 .
(b) Find E (V) and Var (V) .
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Probability And Statistics For Engineers And Scientists
Authors: Anthony Hayter
3rd Edition
495107573, 978-0495107576
