Solved 1 Answer
See More Answers for FREE
Enhance your learning with StudyX
Receive support from our dedicated community users and experts
See up to 20 answers per week for free
Experience reliable customer service
U_{1} has the distribution of X / Y where X has a normal distribution with mean \psi and variance 1 , and Y is independent of X such that m Y^{2} has the \chi^{2} distribution with m degrees of freedom. Notice that -X has a normal distribution with mean -\psi and variance 1 and is independent of Y. So U_{2} has the distribution of -X / Y=-U_{1}. So\operatorname{Pr}\left(U_{2} \leq-c\right)=\operatorname{Pr}\left(-U_{1} \leq-c\right)=\operatorname{Pr}\left(U_{1} \geq c\right) . ...