Let X1 and X2 be two independent random variables having a chi-squared distribution with degrees of...

Let X₁ and X₂ be two independent random variables having a chi-squared distribution with degrees of freedom n₁ and n₂, respectively. Let
Y₁ = (X₁) / (X₁ + X₂) and Y₂ = X₁ + X₂
(a) Find the joint p.d.f. of Y₁ and Y₂
(b) Find the marginal p.d.f. of each of Y₁ and Y₂
(c) Are Y₁ and Y₂ independent ? Justify your answer.

Expert Solution

Joint and marginal distribution and independence.

orchestra answered 2 years ago

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