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math-340:m340-f15-hw:hw-27 [2015/11/10 07:59]
math-340:m340-f15-hw:hw-27 [2015/11/11 05:51] (current)
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|**Exercises 8.9**: 30, 37, 52||**Exercises 8.9**: 30, 37, 52|
|+||- 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.|