Timeline for How can I find $c$ such that $c(X_1-X_2)/ \sqrt{X_3^2 +X_4^2 + X_5^2}$ forms a t distribution?
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 20, 2019 at 21:01 | vote | accept | Ron Snow | ||
| Nov 19, 2019 at 2:10 | history | edited | Ron Snow | CC BY-SA 4.0 |
updated the $c$ term
|
| Nov 19, 2019 at 2:09 | comment | added | Ron Snow | @whuber thank you for your comment. I realize now that $c=\sqrt{3/2}$ | |
| Nov 18, 2019 at 23:46 | comment | added | Glen_b | Consider whuber's statement. And then pay careful attention to your handling of $\sigma^2$ terms. Justify every step. | |
| Nov 18, 2019 at 23:42 | comment | added | Ron Snow | @Glen_b I am not following where I messed up. I moved my work to my question and will delete this answer. | |
| Nov 18, 2019 at 17:46 | comment | added | StubbornAtom | If you have any doubt, shouldn't this work be included in your question? | |
| Nov 18, 2019 at 17:42 | comment | added | whuber♦ | The expression in question clearly is invariant under a change of scale and therefore cannot depend on $|\sigma|$ in any way. That insight might help you check your work and identify where the mistake occurs. It also shows why if there is any correct answer, there must be two of them. | |
| Nov 18, 2019 at 2:05 | comment | added | Glen_b | Check a little more carefully. | |
| Nov 18, 2019 at 1:30 | history | edited | Ron Snow | CC BY-SA 4.0 |
fixed the c bit
|
| Nov 18, 2019 at 1:28 | comment | added | Ron Snow | Oh, it should be in the denominator, right? Let me fix that. | |
| Nov 18, 2019 at 1:17 | comment | added | Glen_b | Are you sure about the $\sigma^2$ term on $c$ there? | |
| Nov 18, 2019 at 0:44 | history | answered | Ron Snow | CC BY-SA 4.0 |