Let T = W/V/r, where the independent variables W and V are, respectively, normal with mean zero

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Let T = W/√V/r, where the independent variables W and V are, respectively, normal with mean zero and variance 1 and chi-square with r degrees of freedom. Show that T² has an F-distribution with parameters r₁ = 1 and r₂ = r.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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Question Posted: Oct 13, 2022 02:21 AM

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Let T = W/V/r, where the independent variables W and V are, respectively, normal with mean zero

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Introduction To Mathematical Statistics

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