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Statistics Assignment Help With Derivation Of The Chi Square Distribution

11.2 Derivation Of The Chi Square Distribution:

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First method – method of moment generating function

If Xi, (i = 1, 2, ……, n) are independent N(μi, σ i2), we want the distribution of

derivation of the chi square distribution

derivation of the chi square distribution

Which is the required probability density function of chi square distribution with n degrees of freedom.

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