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Q30Section A (Section A)30 of 60

F and Cauchy from independent normals

Let X1,X2,X3X_{1},X_{2},X_{3} be three independent random variables such that X1∼N(0,12)X_{1}\sim N\bigl(0,\frac{1}{2}\bigr), X2∼N(0,2)X_{2}\sim N(0,2), and X3∼N(0,4)X_{3}\sim N(0,4). Consider the following statements. PP: 16X122X22+X32\dfrac{16X_{1}^{2}}{2X_{2}^{2}+X_{3}^{2}} has FF distribution with 11 and 22 degrees of freedom. QQ: 2X1−X22X1+X2\dfrac{2X_{1}-X_{2}}{2X_{1}+X_{2}} has standard Cauchy distribution. Then

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