Question
On the F distribution: (a) Derive the variance of the F distribution. (b) If X has an F distribution with m and n degrees
On the F distribution: (a) Derive the variance of the F distribution. (b) If X has an F distribution with m and n degrees of freedom, argue that 1/X has an F distribution with n and m degrees of freedom. (c) If X has an F distribution with m and n degrees of freedom, show that has a beta distribution. W mx/n +mX/n (d) Use the result of part (c) and the beta function to find the mean and variance of the F distribution. [Find the first two moments of mX/n= W/(1-W)].
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a To derive the variance of the F distribution lets start with the definition of the F distribution If X follows a chisquare distribution with m degre...Get Instant Access to Expert-Tailored Solutions
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Introduction To Mathematical Statistics And Its Applications
Authors: Richard J. Larsen, Morris L. Marx
5th Edition
321693949, 978-0321694027, 321694023, 978-0321693945
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