Can someone please help me with the attached problem, I really don't know where to start with it. I'd really appreciate some pointers in the right direction.

Thanks.

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- May 4th 2008, 03:20 PMConnemara PonyChi squared distribution
Can someone please help me with the attached problem, I really don't know where to start with it. I'd really appreciate some pointers in the right direction.

Thanks. - May 4th 2008, 03:35 PMtukeywilliams
note that has a chi-squared distribution of degrees of freedom since each term in the sum is a squared normal random variable and is independent of other random variables in the sum. Then show that . The RHS is a chi-squared random variable with one degree of freedom. Since df's add, this implies that is a chi-squared distribution with degrees of freedom provided that and are independent.

- May 4th 2008, 11:54 PMConnemara Pony
Thanks, just one question

where does the Y= value come from?/ What does it represent in? (sorry for being so slow at this question)

Thanks for your help.