1/20/2006

• Exercises using m.g.f.
• Central Limit Theorem (see handout)
• Another special case of the gamma distribution
  • Chi-square distribution
  • How would you show that the sum of independent chi-square random variables has a chi-square distribution?
  • Finding the mean and variance of a chi-square random variable
  • Probability calculations for a chi-square random variable
• t distribution
• F distribution
  • Derivation
  • Mean
  • Quantile

Our first problem session will be on Monday.