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Suppose that X follows a chi-square distribution with m degrees of freedom and S=X+Y. Given that...

Suppose that X follows a chi-square distribution with m degrees of freedom and

S=X+Y. Given that S follows a chi-square distribution with m+n degrees of freedom, and

X and Y are independent, show that Y follows a chi-square distribution with n degrees of

freedom.

Math   Statistics-And-Probability   
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Chi-square distribution

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