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Statistics: F-distribution |
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| Dec9-08, 03:40 PM | #1 |
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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! |
| Dec14-08, 06:20 AM | #2 |
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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???
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