MATHEMATICAL STATISTICS Tutorial Exercises 5 Answers

1. The probability density function of the Fν1 ,ν2 variable is

Γ( ν1 +ν
ν1 ν1 +ν2
2 )
2 ν  ν1
 ν1 −
1 2 2
f (x) = ν1 ν2 x 2 −1
1+ x
Γ( 2 )Γ( 2 ) ν2 ν2

dx
and with the transformation Y = X1 we have x = 1
y and dy = − y12 so that
the probability density function of Y is

Γ( ν1 +ν  ν  ν21  1  ν21 −1  ν +ν
2 ) ν1 1 − 1 2 2 1
2
1
f (y) = 1+
Γ( ν21 )Γ( ν22 ) ν2 y ν2 y y2
Γ( ν1 +ν
2 )
2  ν  ν21 ν1   ν1 +ν
1 − 2 +1 2
2  − ν1 +ν
2
2

= y ν 2 y ν 1 + ν 2 y y −2
Γ( ν21 )Γ( ν22 ) ν2
Γ( ν1 +ν
ν +ν
2 ) ν2 − 1 2 2
2 ν2 ν1 ν ν ν ν1 +ν2 
− 21 −1+ 21 + 22 − 2
= ν ν y
2 2
ν1 1+ y
Γ( ν21 )Γ( ν22 ) 2 1 ν1
Γ( ν1 +ν
ν ν +ν
2 )
2  ν  22 ν2  ν2 − 1 2 2
2
= y 2 −1 1 + y
Γ( ν21 )Γ( ν22 ) ν1 ν1

which is the p.d.f. of the Fν2 ,ν1 variable.

2. (i) N (0, 25)

(ii) χ21
(iii) N (0, 15 )
(iv) χ24
(v) χ25
(vi) √1 t2
2

(vii) 32 F2,3