Thread Closed

Statistics: F-distribution

 
Share Thread
Dec9-08, 03:40 PM   #1
 

Statistics: F-distribution


1. The problem statement, all variables and given/known data
Suppose the random variable X has a N(5,25) dsitribution and Y has a N(2,16) distribution and that X and Y are independent. Find a random variable F that is a function of both X and Y such that F has a F-distribution with parameters (1,2), i.e. F(1,2).


2. Relevant equations
Definition: If X~chi square(n), Y~chi square(m), and X and Y are independent, then (X/n)/(Y/m)~F(n,m)


3. The attempt at a solution
Does F=[(X-5)/5]^2 / {([(X-5)/5]^2 + [(Y-2)/4]^2])/2} work?
The only trouble I am seeing is that (X-5)/5]^2 and [(X-5)/5]^2 + (Y-2)/4]^2] might not be independent. So are they independent? If so, how can I prove it? If not, what else can I do?


Any stat guy here?
I appreciate for any help!
PhysOrg.com science news on PhysOrg.com

>> City-life changes blackbird personalities, study shows
>> Origins of 'The Hoff' crab revealed (w/ Video)
>> Older males make better fathers: Mature male beetles work harder, care less about female infidelity
Dec14-08, 06:20 AM   #2
 
In other words, we know that if X and Y are independent, then g(X) and h(Y) are independent, but are a function of X (f1(X)) and a function of X and Y (f2(X,Y)always independent???
Thread Closed

Similar discussions for: Statistics: F-distribution
Thread Forum Replies
Gibbs distribution and Bose statistics Atomic, Solid State, Comp. Physics 0
Gamma Distribution (Statistics) Calculus & Beyond Homework 7
Statistics, Probability Distribution Precalculus Mathematics Homework 3
Binomial Distribution (Statistics) Introductory Physics Homework 2
Statistics - Normal distribution Introductory Physics Homework 2