Recall that X is said to be a gamma random variable with parameters (, ) if its
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Recall that X is said to be a gamma random variable with parameters (α, λ) if its density is f (x) = λe
−λx(λx)α−1/(α), x > 0
(a) If Z is a standard normal random variable, show that Z2 is a gamma random variable with parameters (1/2, 1/2).
(b) If Z1, . . . ,Zn are independent standard normal random variables, then n i=1 Z2 i is said to be a chi-squared random variable with n degrees of freedom. Explain how you can use results from Example 2.41 to show that the density function of n
i=1 Z2 i is
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