Question

Let Z be a standard normal random variable and let Y = Z2. Use transformation of...

Let Z be a standard normal random variable and let Y = Z2. Use transformation of variables to find the distribution of Z, which distribution is it?

Include the domain as part of your answer.

Homework Answers

Answer #1

PDF of standard normal variable Z is

CDF of standard normal variable Z is


And for standard normal variable

Since range of Z is to so range of Y is 0 to . The CDF of Y will be

  

So CDF of Y is

Differentiating above gives the PDF of Y so

So pdf of Y is

It is PDF of Chi-square distribution .

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round...
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(z ? ?0.25) Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(z ? 1.24) Let z be a random variable with a standard normal distribution. Find the indicated probability. (Enter your answer to four decimal places.) P(?2.20 ? z ? 1.08)
A: Let z be a random variable with a standard normal distribution. Find the indicated probability....
A: Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(z ≤ 1.11) = B: Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(z ≥ −1.24) = C: Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(−1.78 ≤ z...
Let X and Y be independent, standard normal variables, S = max{X, Y }, Z standard...
Let X and Y be independent, standard normal variables, S = max{X, Y }, Z standard normal. Prove that S2 and Z2 have the same distribution.
Let X be a normal random variable with ?=−10 and ?=2. Let Z be a standard...
Let X be a normal random variable with ?=−10 and ?=2. Let Z be a standard normal random variable. Draw density plots for both random variables on the same graph. You will want an x-axis that goes from around -20 to around 5. Your y-axis will start at zero and will need go high enough to cover the highest density. Recall that the density of a normal random variable at the point ? with mean ? and standard deviation ?...
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round...
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(−0.53 ≤ z ≤ 2.04) =
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round...
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Round your answer to four decimal places.) P(−2.10 ≤ z ≤ −0.46)
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Enter...
Let z be a random variable with a standard normal distribution. Find the indicated probability. (Enter a number. Round your answer to four decimal places.) P(z ≥ 1.41) = Sketch the area under the standard normal curve over the indicated interval and find the specified area. (Enter a number. Round your answer to four decimal places.) The area between z = 0.41 and z = 1.82 is .
2. Let the random variable Z follow a standard normal distribution, and let z1 be a...
2. Let the random variable Z follow a standard normal distribution, and let z1 be a possible value of Z that is representing the 10th percentile of the standard normal distribution. Find the value of z1. Show your calculation. A. 1.28 B. -1.28 C. 0.255 D. -0.255 3. Given that X is a normally distributed random variable with a mean of 52 and a standard deviation of 2, the probability that X is between 48 and 56 is: Show your...
Let Z be a standard normal random variable. Use the calculator provided, or this table, to...
Let Z be a standard normal random variable. Use the calculator provided, or this table, to determine the value of . P (1.18 _< Z _< c) = 0.0854 Carry your intermediate computations to at least four decimal places. Round your answer to two decimal places.
Let Z be a standard normal random variable. Use the calculator provided, or this table, to...
Let Z be a standard normal random variable. Use the calculator provided, or this table, to determine the value of c.=P( -0.9 ≤ Z ≤ c)=0.8037 Carry your intermediate computations to at least four decimal places. Round your answer to two decimal places.