Question
Suppose that Z 1 , Z 2 , Z 3 , and Z 4 are independent standard normal random variables. a. Find the constant k
Suppose that Z1, Z2, Z3, and Z4 are independent standard normal random variables.
a. Find the constant k so that W = k(Z12 + Z22)/(Z3 + Z4)2has an F distribution. How many numerator and denominator degrees of freedom does W then have?
b. Write down an expression involving Z1, ..., Z4 that has a t distribution with two degrees of freedom.
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Introduction to Real Analysis
Authors: Robert G. Bartle, Donald R. Sherbert
4th edition
ISBN: 471433314, 978-1118135853, 1118135857, 978-1118135860, 1118135865, 978-0471433316
