Show that if Z is a standard normal random variable then
Z2 has
the Chi-square distribution with one degree of freedom.
Show that if Z is a standard normal random variable then Z2 has 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.
7. Let Xn Xi++X2, where the Xi's are iid standard normal random variables (a) Show that Sn is a chi-square random variable with n de- grees of freedom. Hint: Show that X is chi-square with one degree of freedom, and then use Problem 6. (b) Find the pdf of (c) Show that T2 is a Rayleigh random variable. (d) Find the pdf for Ts. The random variable Ts is used to model the speed of molecules in a gas. It...
3. Let X be normal random variable and Y be a Chi-square random variable with df degrees of freedom then the ratio follows (note that this is the reason we use a common test when We don't know for certain the true value of the variance): a) A x?distribution b) A normal distribution c) An F distribution d) At distribution.
2. The chi-square distribution plays a significant role in performing inference on the as- sociation between categorical random variables (e.g., car injury severity and seat belt usage). If Z ~ N(0,1), then W = Z2 ~ xỉ – that is, W has a chi-square distribution with 1 degree of freedom. Furthermore if Z1, Z2, ..., Zn N(0,1), then W = Z+Z2+...+22 has a chi-square distribution with n degrees of freedom. Here are some helpful facts. Let t > 0 •...
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) = _
29. Let Z be a standard normal random variable. (a) Compute the probability F(a) = P(2? < a) in terms of the distribution function of Z. (b) Differentiating in a, show that Z2 has Gamma distribution with parameters α and θ = 2.
N(0, 1) and let S be a 4. Let Z random sign independent of Z, i.e., S is 1 with probability 1/2 and -1 with probability 1/2. Show that SZ N(0,1) 5. Let Z N(0, 1) and X = Z2. This distribution is called chi-square with degree of freedom. Calculate P(1 < X < 4) one N(0, 1) and let S be a 4. Let Z random sign independent of Z, i.e., S is 1 with probability 1/2 and -1...
Suppose that a random variable ?z has a standard normal distribution. Use a standard normal table such as this one to determine the probability that ?z is between −0.67 and 0.33. Give your answer in decimal form, precise to at least three decimal places. ?(−0.67<?<0.33)=P(−0.67<z<0.33)=
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...
The random variable Z has a Normal distribution with mean 0 and variance 1. Show that the expectation of Z given that a < Z < b is o(a) – °(6) 0(b) – (a)' where Ø denotes the cumulative distribution function for Z.