Question
Statistics Question on Univariate Distributions
Let X1, X2 and X3 be three independent and identically distributed random variables having N(0, 1) distribution. If
U=(X2+X3)22X12 and V=2X12+(X2+X3)22(X2−X3)2,
then which of the following statements is/are true ?
A
U has F1,1 distribution and V has F1,2 distribution
B
U has F1,1 distribution and V has F2,1 distribution
C
U and V are independent
D
21V(1+U) has F2,3 distribution
Answer
U has F1,1 distribution and V has F1,2 distribution
Explanation
Solution
The correct option is (A) : U has F1,1 distribution and V has F1,2 distribution and (C) : U and V are independent.