Suppose that two independent samples of size n are drawn from a normal distribution with variance 2 Let S 2 1 and S 2 2 denote the two sample variances Use the fact that (n 1)S 2 2 has a chi square distribution with n 1 df to explain why lim F,,n 1...

Since the samples are independent and S 2 2 2 n 1 it follows th ...

Suppose that two independent samples of size n are drawn from a normal distribution with variance

Question:

Suppose that two independent samples of size n are drawn from a normal distribution with variance σ². Let S²₁ and S²₂ denote the two sample variances. Use the fact that (n − 1)S²/σ² has a chi square distribution with n −1 df to explain why

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...