Discussion:
Explain all aspects of both problems involving T and F distributions.
a) Z is a standard normal random variable, and U is distributed as X(v)^2. Z and U are independent. State the distribution of T = Z/sqrt(U/v) . What is the distribution of T^2?
b) Y is a random variable distributed as F(1,5) . Use your answer to part (a), together with the tables of the t (not the F) distribution, to find P(Y > 4) . Also find the value of c such that P(Y > c) = 0.01.