Let Z and X be independent random variables where Z~ N(0, 1) and f(x) = ¹e-x/²1(0,00)(x). 1 T(k/2)2k/2 xk/2-1 Z √X/k Find the joint distribution of Tand U and the marginal distribution of T. Define T = and U = X.

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Let Z and X be independent random variables where Z~ N(0, 1) and
f(x) =
xk/2-1 ₂−x/² I (0,∞) (x).
e
1
T(k/2)2k/2
Z
X/k
Find the joint distribution of T and U and the marginal distribution of T.
Define T =
and U = X.
Transcribed Image Text:Let Z and X be independent random variables where Z~ N(0, 1) and f(x) = xk/2-1 ₂−x/² I (0,∞) (x). e 1 T(k/2)2k/2 Z X/k Find the joint distribution of T and U and the marginal distribution of T. Define T = and U = X.
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