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Question 3: Random variable Suppose Yi, i = 1, 2, ..., n, are independently and identically distributed as N(0, ). (a) Show that E(Y)
Question 3: Random variable Suppose Yi, i = 1, 2, ..., n, are independently and identically distributed as N(0, ). (a) Show that E(Y) = 1. (b) Show that W=1 is distributed as X- (c) Show that E(W)= n. Y (d) Show that V = is distributed as t(n-1). (2)/(n-1)
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