Let X1Xn be a random sample from a normal distribution with

Let X₁,…,X_n be a random sample from a normal distribution with parameter µ and ². What is the probability distribution of the random variable (n-1)s²/ ² and its associated degrees of freedom

a) t-distribution with n degrees of freedom

b) Chi-squared with n-2 degrees of freedom

c) Chi-squared with n-1 degrees of freedom

d) t-distribution with n-1 degrees of freedom

Solution

c) Chi-squared with n-1 degrees of freedom