GRE Subject Test: Math : Chi-Squared Distribution

Study concepts, example questions & explanations for GRE Subject Test: Math

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Example Questions

Example Question #1 : Continuous Distributions

follows a chi-squared distribution with degrees of freedom and through are independent standard normal variables.

If , what is ?

Possible Answers:

Correct answer:

Explanation:

Use the fact that the sum of  squared standard and independent normal variables follows a chi-squared distribution with degrees of freedom.

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