MATHEMATICAL STATISTICS Tutorial Exercises 5

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.

[7.29] 1. If Y is a random variable that has an F–distribution with ν1 numerator and

ν2 denominator degrees of freedom, show that U = 1/Y has an F–distribution
with ν2 numerator and ν1 denominator degrees of freedom.
2. If the variables X1 , X2 , X3 , X4 and X5 are independent standard normal
variables, write down the distribution of the following functions of these
random variables.
(i) 4X1 − 3X2
(ii) X12
P5
(iii) 15 i=1 Xi
P5 2
(iv) i=1 (Xi − X̄)
P5 2
(v) i=5 Xi
X1
(vi) √
X22 +X32

X12 +X22
(vii) X3 +X42 +X52
2