Question
Statistics Question on Multivariate Distributions
Let X1,X2,…,X10 be a random sample from the N(3,4) distribution, and let Y1,Y2,…,Y15 be a random sample from the N(−3,6) distribution. Assume that the two samples are drawn independently. Define:
Xˉ=101∑i=110Xi
Yˉ=151∑j=115Yj
S=91∑i=110(Xi−Xˉ)2
Then the distribution of U=S5(Xˉ+Yˉ) is:
A
N(0,54)
B
χ92
C
t9
D
t23
Answer
t9
Explanation
Solution
The correct option is (C): t9