iid 2. Let Y1,..., Yn-1 xỉ and consider U = E Y;. n-1 i=1 (a) Show that U~ (b) What is the expectation of U? (c) If o? is a constant, what is the expectation of U? n-1

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2. Let \( Y_1, \ldots, Y_{n-1} \overset{\text{iid}}{\sim} \chi^2_1 \) and consider \( U = \sum_{i=1}^{n-1} Y_i \).

(a) Show that \( U \sim \chi^2_{n-1} \).

(b) What is the expectation of \( U \)?

(c) If \( \sigma^2 \) is a constant, what is the expectation of \( \frac{\sigma^2}{n-1} U \)?
Transcribed Image Text:2. Let \( Y_1, \ldots, Y_{n-1} \overset{\text{iid}}{\sim} \chi^2_1 \) and consider \( U = \sum_{i=1}^{n-1} Y_i \). (a) Show that \( U \sim \chi^2_{n-1} \). (b) What is the expectation of \( U \)? (c) If \( \sigma^2 \) is a constant, what is the expectation of \( \frac{\sigma^2}{n-1} U \)?
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