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Math Help - Q re t and f distributions

  1. #1
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    Post Q re t and f distributions

    Ok, so usually we're asked to derive the t of f distribution, that itself is fine. Lately there's been a part b to each that I need help with.

    Re the t distribution - "What kind of density does T^2 have?"

    And re the f distribution

    If G is an F r,x (F subsript r,x) type of random variable, what type of random variable is H = I/G ?
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  2. #2
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    Quote Originally Posted by okthenso View Post
    Ok, so usually we're asked to derive the t of f distribution, that itself is fine. Lately there's been a part b to each that I need help with.

    Re the t distribution - "What kind of density does T^2 have?"
    [snip]
    The technique used in the below two threads can be used:

    http://www.mathhelpforum.com/math-he...functions.html

    http://www.mathhelpforum.com/math-he...tml#post119542


    Quote Originally Posted by okthenso View Post
    [snip]
    And re the f distribution

    If G is an F r,x (F subsript r,x) type of random variable, what type of random variable is H = I/G ?
    What is I?
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  3. #3
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    Would it make more sense if the I was 1 ? It doesn't mention it anywhere else in the question. Very hard to tell even when I zoom in on it...

    Cheers for the links btw
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  4. #4
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    Quote Originally Posted by okthenso View Post
    Would it make more sense if the I was 1 ?
    [snip]
    Yes.

    If X ~ F(\nu_1, \nu_2) then \frac{1}{X} ~ F(\nu_2, \nu_1).
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