3. Let X be normal random variable and Y be a Chi-square random variable with df...
Let Yn be a chi square random variable with n degrees of freedom, and let Xn = Yn / n2. Find the limiting distribution of Xn.
I know that the sum of square of normal random variables follow a chi-square distribution. But when I learn how to do a goodness-fit test I don't know why the ratio of (O-E)^2/E follows a chi-square. I tried to square root of it first so that I might get something looks like a normal, but my new question arises : why (O-E)/sqrt(E) follows a normal-distribution? I know from sampling distribution that if the sample is from the same distribution as...
3. If a random variable Y has a Chi-square distribution with 9 degrees of freedom. a) The mean of the distribution is b) The standard deviation of the distribution is c) The probability, p( y = 5) = d) The probability, P(Y>8 ) = e) the probability, p( y < 2) = _
10) Suppose that X follows a chi-square distribution with m degrees of freedom and S=X+Y. Given that S follows a chi-square distribution with m+n degrees of freedom, and X and Y are independent, show that y follows a chi-square distribution with n degrees of freedom.
11. Bonus problem (6 points) Assume X,...Xm come from a normal population with unknown variance σ' and Y1, Yn come from another normal population with unknown variance and the two samples are independent of each other. Write the 5 steps you will follow to test the hypotheses: Ho-1 Vs Hao #1 Make sure to specify the test statistic and the null distribution (don't forget degrees of freedom), and the rejection region. Hint Remember that-4 ~Xa-1 and-严 (m-1)s2 -X2-1, what do...
Let Z be a standard normal random variable. Use the calculator provided, or this table to determine the value of c. P(0.56 37 3c) = 0.2655 Carry your intermediate computations to at least four decimal places. Round your answer to two decimal places. e X 5 ? Use the calculator provided to solve the following problems. . Consider at distribution with 11 degrees of freedom. Compute P(15 1.57). Round your answer to at least three decimal places. . Consider at...
Bonus problem (6 points:) Assume X1, ... Xm come from a normal population with unknown variance oị and Y... Y come from another normal population with unknown variance o, and the two samples are independent of each other. Write the 5 steps you will follow to test the hypotheses: Hoi = 1 VS HQI # 1 Make sure to specify the test statistic and the null distribution (don't forget the degrees of freedom), and the rejection region. Hint: Remember that...
a) true b) false 42. For a chi-square distributed random variable with 10 degrees of freedom and a level of sigpificanoe computed value of the test statistics is 16.857. This will lead us to reject the null hypothesis. a) true b) false 43. A chi-square goodness-of-fit test is always conducted as: a. a lower-tail test b. an upper-tail test d. either a lower tail or upper tail test e. a two-tail test 44. A left-tailed area in the chi-square distribution...
Prove that if random variable X follows a standard normal distribution (with mean u= 0 and standard deviation o = 1), then Y = X2 follows a chi-square distribution with 1 degree of freedom. In particular, show that My(t) = Mx2(t) = E[etX?), which equals the moment generating function of a chi-square distribution with 1 degree of freedom.
Show that if Z is a standard normal random variable then Z2 has the Chi-square distribution with one degree of freedom.