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Q16Section A (Section A)16 of 60

Distribution of a ratio built from normal samples

Let X1,X2,…,Xm,Y1,…,YnX_1,X_2,…,X_m,Y_1,…,Y_n be i.i.d. N(0,1)N(0,1) random variables. Then

W=n(∑i=1mXi)2m(∑j=1nYj2)W=\frac{n\left(\sum_{i=1}^mX_i\right)^2}{m\left(\sum_{j=1}^nY_j^2\right)}

has

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