ch6-63 例2证明:[t14(m)2=F2(1,m 证设X~7(,X=/,x2(0.a-N0 G Y=Ⅹ 2(n) ~F(1,n) n (n)l 有PX4()=P(x>(2)2a P(X>t(n)=p(>2 (n) 即t2(n)=F2(1,n)ch6 -63 证 2 Y = X 2 2 1 P X t n P X t n ( | ( ) |) ( ( ))    − 有  =  = 例2 [ ( )] (1, ) 2 1 2 t n F n 证明： −  =  ( ( )) ( ( )) 21 2 22 2 P X t n P Y t  n − =  =  ( ) (1, ) 21 2 t n F n 即 − =  设 令 nn n n G ( ) 1(1) ( ) 22 2 2    = = ~ F ( 1,n ) 2 ( ) ~ ( ) , , ~ (0,1) n X T n X G G N n  =