Results 1 to 2 of 2

Math Help - Probability density functions

  1. #1
    Junior Member
    Joined
    May 2010
    Posts
    27

    Probability density functions

    If X1,X2 .....Xn are independent N(0,1) random variables, do the following
    (1) Find the probability density function of U = X^2
    HINT : The density function is F(u)= d/duP[X^2 <= u]

    Ok so far i think it is
    f(u) = d/du[1- P[x^2 > u]
    = -d/duP[x^2 > u]

    Is this right??
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by frog View Post
    If X1,X2 .....Xn are independent N(0,1) random variables, do the following
    (1) Find the probability density function of U = X^2
    HINT : The density function is F(u)= d/duP[X^2 <= u]

    Ok so far i think it is
    f(u) = d/du[1- P[x^2 > u]
    = -d/duP[x^2 > u]

    Is this right??
    With a bit of patience, if you search this subforum you will find the same sort of question has been done before. Personally, I'd do this one using moment generating functions (hint: the answer is a chi-square distribution).
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. probability density functions
    Posted in the Statistics Forum
    Replies: 10
    Last Post: November 23rd 2010, 03:19 AM
  2. Probability Density Functions
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: October 27th 2009, 06:45 AM
  3. probability with density functions
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: February 5th 2009, 09:52 AM
  4. Probability density functions
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: September 8th 2008, 05:39 PM
  5. probability density functions
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 12th 2008, 06:04 PM

Search Tags


/mathhelpforum @mathhelpforum