3.6.16. Let X1, X2, and X3 be throe independent chi-square variables with r1, r2, and ra degrees of freedom, respectively. (a) Show that Yi = X1/X2 and Y2 = X1 + X2 are independent and that Y, is x*(rı + ra). %3D (b) Deduce that X1/r X2/r2 X3/r3 and (X1 + X2)/(r + ra) are independent F-variables.

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3.6.16. Let X1, X2, and X3 be thrce independent chi-square variables with r1, r2,
and ra degrees of freedom, respectively.
(a) Show that Y = X1/X2 and Y, = X1 + X2 are independent and that Y, is
x*(*1 + r2).
%3D
(b) Deduce that
X1/r
X2/r2
X3/r3
and
(X1 + X2)/(ri + r2)
are independent F-variables.
Transcribed Image Text:3.6.16. Let X1, X2, and X3 be thrce independent chi-square variables with r1, r2, and ra degrees of freedom, respectively. (a) Show that Y = X1/X2 and Y, = X1 + X2 are independent and that Y, is x*(*1 + r2). %3D (b) Deduce that X1/r X2/r2 X3/r3 and (X1 + X2)/(ri + r2) are independent F-variables.
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