If a random variable u has t -distribution with n degree of freedom, find the
distribution of u^2.
1
Expert's answer
2021-05-10T13:03:22-0400
Let s shows the sample standard deviation, μ shows the population mean, xˉ shows the sample mean, σ is population standard deviation. and n+1 is sample size.
Chi square distribution with (n-1) degree of freedom will be
χ(n−1)2∼σ2s2(n−1)
Here we will use following relationships between the variables:
Relation between standard normal distribution Z and chi-square distribution:
Z2∼χ12
Relation between F distribution and chi-square distribution:
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