The random variable X is normally distributed with mean and standard deviation X = 0 and X
Question:
The random variable X is normally distributed with mean and standard deviation μX = 0 and σX = 1, respectively. A dependent random variable Y is defined as Y = X2 Show that the probability density function of Y is a chi-square distribution (as given by Equation 5.66).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Probability Statistics And Reliability For Engineers And Scientists
ISBN: 9781439809518
3rd Edition
Authors: Bilal M. Ayyub, Richard H. McCuen
Question Posted: