Let Z ~ N(0,1) and
Can anyone help with this question, have exam on saturday, each year we are asked to derive eithere the T - distribution
T = Z/ sqr(W/r) where Z ~ N(0,1) and W ~ X2( X SQUARED) , Z and W indep
The derivation the easy part but they ask questions on densities afterwards. Ill list a few below, Would really appreciate if anyone could help with any, test in a few hours and need a good grade to get my actuarial exemptions!
Q1: What kindof density does T2(T squared) have?
Aug 26th 2011, 07:50 AM
Re: Stats exam help
and you left out the part where r is the df of the t.
Otherwise it's a multiple of a t.