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messianic
07-12-2010, 08:24 PM
This is probably a very simple problem

Y is distributed by the chi-squared distribution with 5 degrees of freedom. Calculate the probability that Y>9.24.

I know this means that Y is the sum of 5 squared standard normal distributed variables. I can calculate the probability for any individual standard normal variable. Not sure what to do

Dragan
07-12-2010, 08:38 PM
This is probably a very simple problem

Y is distributed by the chi-squared distribution with 5 degrees of freedom. Calculate the probability that Y>9.24.

I know this means that Y is the sum of 5 squared standard normal distributed variables. I can calculate the probability for any individual standard normal variable. Not sure what to do

The easiest approach is to use software that has the chi-square probability distribution e.g. Excel, Minitab, etc.

I use Minitab, so Pr{Y>9.24} = 0.10.

Dason
07-12-2010, 09:00 PM
Yeah, using the definition of "sum of 5 independent squared normals" won't help you much unless you try to get the probability by simulation. Most likely you just need to look it up in a table or use software to get the answer.