Q 8.3. Suppose Z₁, Z2 and Z3 are independent standard (univariate) normal random variables. Which of the following have a x²-distribution (and for these identify the degrees of freedom)? (Hint: you should not have to do a lot of calculations.) (a) (Z₁ - 2Z2 + Z3)²/6 + (Z₁ − Z3)²/2 (b) (Z1 + Z2 + Z3) ²/3 (c) (Z₁ + Z₂)²/2 Related to the proof of Fishers Theorem.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question

[8.3]

Q 8.3. Suppose Z₁, Z2 and Z3 are independent standard (univariate) normal random variables.
Which of the following have a x²-distribution (and for these identify the degrees of freedom)?
(Hint: you should not have to do a lot of calculations.)
(a) (Z₁ - 2Z2 + Z3)²/6 + (Z₁ − Z3) ²/2
(b) (Z₁ + Z2 + Z3) ²/3
(c) (Z₁ + Z₂)²/2
Related to the proof of Fishers Theorem.
X
Transcribed Image Text:Q 8.3. Suppose Z₁, Z2 and Z3 are independent standard (univariate) normal random variables. Which of the following have a x²-distribution (and for these identify the degrees of freedom)? (Hint: you should not have to do a lot of calculations.) (a) (Z₁ - 2Z2 + Z3)²/6 + (Z₁ − Z3) ²/2 (b) (Z₁ + Z2 + Z3) ²/3 (c) (Z₁ + Z₂)²/2 Related to the proof of Fishers Theorem. X
Expert Solution
steps

Step by step

Solved in 5 steps with 54 images

Blurred answer