Prove: Let X₁, X₂,..., X„ be a r.s. from N(µ,σ²) and Y₁,Y,₂,..., Y be another independent r.s. from N(μ₂,₂²). Then, (X-Ỹ)-(μ₁ −μ₂) t(n₁+n₂-2) assuming o = 2, 1 1 m M₂ where S = (n − 1)S² + (n₂ −1)² m₂ +1₂-2 Some hints: (n₁ - 1)S (n2 - 1)S2 (a) Determine the (marginal) distributions of and 02 02 (b) Use the fact the chi-square distribution is reproductive to find the distribution of (n₁ - 1) S² 02 (n₂ - 1)S2 + 02 ·+·

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Prove:
Let X₁, X₂,..., X be a r.s. from N(µ,σ²) and Y₁,Y₂,...,Y be another independent r.s. from
n₁
N(μ₂,02³). Then,
(X-Ỹ)-(μ-μ₂)
t(n+n₂-2)
assuming of = 2,
1
1
+
P
m M₂
where S
=
(n − 1)S² + (n₂ −1)S²
n+n,-2
Some hints:
(n₁ − 1) S²
(a) Determine the (marginal) distributions of
and
(n₂ - 1)S2/
02
02
(b) Use the fact the chi-square distribution is reproductive to find the distribution of
(n₁ − 1)S² (n₂ - 1)S²/
-
+
02
02
Transcribed Image Text:Prove: Let X₁, X₂,..., X be a r.s. from N(µ,σ²) and Y₁,Y₂,...,Y be another independent r.s. from n₁ N(μ₂,02³). Then, (X-Ỹ)-(μ-μ₂) t(n+n₂-2) assuming of = 2, 1 1 + P m M₂ where S = (n − 1)S² + (n₂ −1)S² n+n,-2 Some hints: (n₁ − 1) S² (a) Determine the (marginal) distributions of and (n₂ - 1)S2/ 02 02 (b) Use the fact the chi-square distribution is reproductive to find the distribution of (n₁ − 1)S² (n₂ - 1)S²/ - + 02 02
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman