(a) Let X~ x2. Calculate using chi Squared distribution E(√X) (b) For a = 0.05 and n = 20, show that by using the result of (a). E(W) E (W{₁}) <1

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Question
(a) Let X~ x2. Calculate
using chi Squared
distribution
E(√X)
(b) For a = 0.05 and n = 20, show that
by using the result of (a).
E(W)
E(W{₁})
<1
Transcribed Image Text:(a) Let X~ x2. Calculate using chi Squared distribution E(√X) (b) For a = 0.05 and n = 20, show that by using the result of (a). E(W) E(W{₁}) <1
The Chi-Squared Distribution
Definition
Let v be a positive integer. Then a random variable X is said to have a chi-
squared distribution with parameter v if the pdf of X is the gamma density
with a = v/2 and ß = 2. The pdf of a chi-squared rv is thus
f(x; v) =
1
2v/2T(v/2)
-x(v/2)-¹e-x/2 x≥0
0
x < 0
(4.10)
The parameter v is called the number of degrees of freedom (df) of X. The
symbol x² is often used in place of "chi-squared."
Transcribed Image Text:The Chi-Squared Distribution Definition Let v be a positive integer. Then a random variable X is said to have a chi- squared distribution with parameter v if the pdf of X is the gamma density with a = v/2 and ß = 2. The pdf of a chi-squared rv is thus f(x; v) = 1 2v/2T(v/2) -x(v/2)-¹e-x/2 x≥0 0 x < 0 (4.10) The parameter v is called the number of degrees of freedom (df) of X. The symbol x² is often used in place of "chi-squared."
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