(1) X ∼ N(0, 1), define T = X^(−2) . Find the p.d.f. of T (2)...

Question

Question

(1) X ∼ N(0, 1), define T = X^(−2) . Find the p.d.f. of T

(2) X ∼ N(µ, σ^2 ). Define Y = X^2/σ^2. Find the p.d.f. of Y and the m.g.f. of Y

math Statistics-And-Probability

Answer 1

Answer #1

anne-ie XER 0.w. 120 tie 0,o.w. 136 en 7 2 30 yx~ N(0,1). T= x2 + (*)= -2 The Tacobian, J = 4 x 2 = 1 1 1 1 1 2 0 = 1 2 1 2 1

Answer 2

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