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math-340:m340-f15-hw:hw-27 [2015/11/10 07:59] dcs created |
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**Exercises 8.9**: 30, 37, 52 | **Exercises 8.9**: 30, 37, 52 | ||

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+ | - Let $Z$ be a standard normal random variable. Show that $Z^2$ has a gamma distribution. What are the parameters? Hint: We did this in a previous exercise. | ||

+ | - Let $Z_1$ and $Z_2$ be independent identically distributed standard normal random variables. Show that $Z_1^2 + Z_2^2$ has an exponential distribution. Hint: Use the preceding problem along with Exercise 30 above. |