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Mathematics
Set Theory, Logic, Probability, Statistics
Distribution of ratio std Normal and sqrt chi squared
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[QUOTE="WWGD, post: 6018883, member: 69719"] Hi all, I am trying to understand two things from a paper The ratio of a standard normal by the square root of a a chi squared divided by its df ( degrees of freedom) is a t distribution. So 1) What is the dist of square root of Chi squared? I know a normal squared is a chi squared, but a chi squared may not necessarily come about ad the square of a normal 2) Why does the ratio of a standard normal by the square root of a chi squared a t distribution? What result is this? Only somewhat related result can think of is that ratio of independent standard normals ( of course, nonzero denominator) is a Cauchy. Edit: I wanted to double check the claim that the square root of a chi squared is a chi squared because this does not seem true about the square root of a square normal, which seems should be normal. Thanks. [/QUOTE]
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Distribution of ratio std Normal and sqrt chi squared
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