Problem regarding the degrees of freedom

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Let X, , X 2 , • • • , x., be a random sample of size n = S from the normal distribution N(O, 9).

(a) Argue that the ratio R = (X + Xi)/(Xi + · ··+ ..¥;) and its denomi­ nator (Xi + ··· + ..¥;) are independent.

(b) Does SR/ 2 have an £-distribution with 2 and S degrees of freedom? Explain your answer.

(c) Compute E(R) using Exercise 7.60.

Reference no: EM13993269

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