Defn: A continuous r.v. X is said to have an F-distribution with m (numerator) and n (denominator) degrees of freedom (d.f.) if, and only if, the PDF of X is given by Notation: Mean : Variance: r(-) 士(帶)(③) w X-F(m.) E(X) = n n-2 m * Var(X) = DNE n>2 x(%)-1 (1+x)(0)(x), m.nez". 2n² (m+n-2) m(n-2)(n-4) n>4 Theorem: Let U-X) and V-X), with U and V independent. Then, MGF : Note: Prove F-distribution. Note: Use the proof of t-distribution as reference. X=-Fm %

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2. Defn: A continuous r.v. X is said to have an F-distribution with m (numerator) and n
(denominator) degrees of freedom (d.f.) if, and only if, the PDF of X is given by
Notation:
Mean
:
Variance:
£x (x) = (((m)²
X-F(m,n)
E(X)=
(n) (₁+x)** ¹ (0,=) (x), m‚n €Z*.
²n²²2²n>2
Var(X) =
DNE
2n² (m+n-2)
m(n-2)² (n=4)'
n>4
Theorem:
MGF :
Note: Prove F-distribution.
Note: Use the proof of t-distribution as reference.
Let U-X and V-X), with U and V independent. Then,
X=½-F(m.) -
%
Transcribed Image Text:2. Defn: A continuous r.v. X is said to have an F-distribution with m (numerator) and n (denominator) degrees of freedom (d.f.) if, and only if, the PDF of X is given by Notation: Mean : Variance: £x (x) = (((m)² X-F(m,n) E(X)= (n) (₁+x)** ¹ (0,=) (x), m‚n €Z*. ²n²²2²n>2 Var(X) = DNE 2n² (m+n-2) m(n-2)² (n=4)' n>4 Theorem: MGF : Note: Prove F-distribution. Note: Use the proof of t-distribution as reference. Let U-X and V-X), with U and V independent. Then, X=½-F(m.) - %
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