Determining Distribution using normal/chi-square

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Homework Help Overview

The problem involves determining the distributions of various expressions involving independent random variables, specifically those that follow normal and chi-square distributions. The variables in question include X and Y, which are normally distributed, W with a normal distribution, and Z with a chi-square distribution.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the distributions of sums and ratios of random variables, with specific focus on the implications of independence and the properties of chi-square and F-distributions. Questions arise regarding the treatment of absolute values in the context of distribution determination.

Discussion Status

Some participants have provided insights into the relationships between the distributions, noting that the ratio of independent chi-square variables leads to an F-distribution. There is ongoing exploration of how to handle specific components of the expressions, particularly the absolute value in one of the parts.

Contextual Notes

Participants are navigating the complexities of distribution properties and the implications of independence among the variables. The discussion reflects a mix of confirmed approaches and areas where clarification is still needed, particularly regarding the absolute value in the expression for W.

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Homework Statement



Suppose X,W,Y and Z are all independent. X & Y have a normal distribution. W has N(4,4) distribution while Z has a chi-square with 2 degrees of freedom.

a) What is the distribution of X2 + Y2 + Z?
b) What is the distribution of W - 4/(2|X|)
c) What is the distribution of (X2 + Y2)/Z

Homework Equations





The Attempt at a Solution



a) X~N(0,1) Y~N(0,1) Y2~X2(1) X2~X2(1)

Let S = X2 + Y2 + Z

therefore S~X2(4)

c) X~N(0,1) Y~N(0,1) Y2~X2(1) X2~X2(1)

Let S = (X2 + Y2)/Z

therefore S~X2(1)

b) Not sure what to do about the absolute value.
 
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Your response to c isn't correct - you cannot say that because the numerator has 2 degrees of freedom, as does the denominator, they cancel.
You do know that the numerator and denominator are independent, and both have chi-square distributions, so ...
 
Ah, they become an F-distribution

so S ~ F2,2

how would I handle the |X| in part b)?
 
cse63146 said:
how would I handle the |X| in part b)?

|X|=\sqrt{X^2}
 
Thank you.
 

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