Chi-square distribution Verification

The given data in the question does not provide enough information to determine if Y has a chi-square distribution.
  • #1
Askhwhelp
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By Definition, Let ν be a positive integer. A random variable Y is said to have a chi-square distribution with ν degrees of freedom if and only if Y is a gamma-distributed random variable with parameters α = ν/2 and β = 2.

By Thm, If Y is a chi-square random variable with ν degrees of freedom, then
μ = E(Y) = ν and $σ^2$ = V(Y) = 2ν.

The question to test whether Y, $E(Y) = 10$ and $E[(1+Y)^2] = 36$ has a chi-square distribution?

(1) Whether $E(Y) = 10$, $E[(1+Y)^2] = 36$ have a chi-square distribution? Explain why, why not, or cannot be determined.

My approach was

$E(Y^2) = V(Y)+[E(Y)]^2 = 2*10 + 10^2 = 120
$E(Y) = 10, E[(1+Y)^2] = E[1+2Y+Y^2] = E(1) + 2E(Y) + E(Y^2) = 1 + 2*10 + 120 = 141 $
Therefore, this is a not chi-square distribution.

(2)Whether $E(Y) = 10$, $E[(1+Y)^2] = 51$ have a chi-square distribution? Explain why, why not, or cannot be determined.
For the same reasoning above, this is a not chi-square distribution.

However, after taking a closer look of the question: the question is asking whether Y, $E(Y)=10$ and $E[(1+Y)2]=36$, have a chi-square distribution...however, by definition, a random variable Y is said to have a chi-square distribution with ν degrees of freedom if and only if Y is a gamma-distributed random variable with parameters α = ν/2 and β = 2. ...

The question we need to answer does not mention anything about with degrees of freedom...so is my argument with using parameters α = ν/2 and β = 2 valid?

If valid, am my approach right? If not, what is the right approach? If so, is there any other ways to show this?
 
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  • #2


Your approach is correct in terms of determining whether the given data fits the definition of a chi-square distribution. However, it is important to note that the question is asking whether Y itself has a chi-square distribution. Therefore, the approach should be to determine if Y fits the definition of a chi-square distribution, rather than calculating the expected values.

To determine if Y has a chi-square distribution, we need to check if it is a gamma-distributed random variable with parameters α = ν/2 and β = 2. This can be done by checking if the probability density function of Y matches the gamma distribution with these parameters.

Another approach could be to use statistical tests such as the chi-square goodness of fit test to determine if the data fits a chi-square distribution. This test compares the observed data to the expected data under the assumption of a chi-square distribution and provides a p-value to determine the significance of the fit.

In summary, to determine if Y has a chi-square distribution, we need to check if it meets the definition of a gamma-distributed random variable with parameters α = ν/2 and β = 2 or use statistical tests to assess the fit of the data to a chi-square distribution.
 

Related to Chi-square distribution Verification

1. What is a Chi-square distribution?

A Chi-square distribution is a probability distribution that is used to analyze and test the relationship between categorical variables. It is commonly used in statistics to determine if there is a significant difference between observed and expected data.

2. Why is Chi-square distribution verification important?

Chi-square distribution verification is important because it allows scientists to determine the statistical significance of their data. By using the Chi-square test, scientists can determine if their results are due to chance or if there is a true relationship between the variables being studied.

3. How is the Chi-square distribution verified?

The Chi-square distribution is verified by conducting a Chi-square test. This test compares the observed frequencies of the data to the expected frequencies, based on a certain hypothesis. The resulting Chi-square statistic is then compared to a critical value to determine if the data supports or rejects the hypothesis.

4. What are the assumptions of Chi-square distribution verification?

The assumptions of Chi-square distribution verification include: the data must be independent, the expected frequencies should be greater than 5, and the data should follow a normal distribution. If these assumptions are not met, the Chi-square test may not be appropriate for analyzing the data.

5. How do you interpret the results of a Chi-square test?

The results of a Chi-square test are typically presented as a p-value. If the p-value is less than the predetermined significance level, usually 0.05, then the null hypothesis can be rejected and it can be concluded that there is a significant relationship between the variables. However, if the p-value is greater than the significance level, the null hypothesis cannot be rejected and there is no significant relationship between the variables.

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