Suppose that two independent samples of size n are drawn from a normal distribution with variance cr 2. Let and denote the two sample variances. Use the fact that
(n - l)S has a chi·square diSlfl.l....,.u..tJ.On wi.th n - 1_ df to exp1ru.n why
lim Fm ,. = 1
7.3.11. If the random variable F has an F distribution with m and n degrees of freedom, show that 1/ F has an F distribution with n and m degrees of freedom.
7.3.12. Use t he result claimed in Question 7.3.ll to express percentiles of JF,,,m( r ) in terms of percentiles from f Fm. (r). That is, if we know the values a and b for which P(a :5 Fm.n b) = q, wha t values of c and d wjll satisfy the equa tion P(c ::5 Fn.m :5 d) = q? "Check" your answer with Appendix Ta.b1e A.4 by comparing the values of F:os.2,8,
F.95.2,8, F.os.s.2, and F.95.8,2·
<em>No answers yet</em>