Suppose Y1, Y2, ... Yn are mutually independent random variables with Y1 ~ N(μ1, (σ1)^2) Y2...

Question

Question

Suppose Y1, Y2, ... Yn are mutually independent random variables with

Y1 ~ N(μ1, (σ1)^2)

Y2 ~ N(μ2, (σ2)^2)

...

Yn ~ N(μn, (σn)^2)

Find the distribution of U=summation(from i=1 to n) ((Yi - μi)/σi)^2

I am not sure where should I start this question, could you please show me the detail that how you do these two parts? thanks :)

Answer 1

Answer #1

Answer 2

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