39.1. THE DISTRIBUTION OF nS2/σ2 801

From what was shown above, n(X̄−µ)2

σ2 and the vector(

X1− X̄ · · · Xn− X̄)

are inde-pendent. From this, it follows that

n(X̄−µ)2

σ2 ,n

∑k=1

t (Xk− X̄)2

σ2

are independent.

Using this and the known distribution of (Xk−µ)2

σ2 ,

E

(t

n

∑k=1

(Xk−µ)2

σ2

)= E

(exp

(n

∑k=1

t (Xk− X̄)2

σ2 + tn(X̄−µ)

2

σ2

))

= E

(exp

(t

n

∑k=1

(Xk− X̄)2

σ2

)exp

(tn(X̄−µ)

2

σ2

))By independence, this is

= E

(exp

(t

n

∑k=1

(Xk− X̄)2

σ2

))E

(exp

(tn(X̄−µ)

2

σ2

))(39.3)

Of course the thing we want is E(

exp(

t ∑nk=1

(Xk−X̄)2

σ2

)), but the expression on the left

E(

t ∑nk=1

(Xk−µ)2

σ2

), and the factor on the right are known or easy to find. Consider the

factor on the right.

tn(X̄−µ)

2

σ2 = tn( 1

n ∑nk=1 (Xk−µ)

)2

σ2

= t

(n

∑k=1

(Xk−µ√

))2

What is the distribution of ∑nk=1

(Xk−µ√

)? By independence, its moment generating func-

tion is

E

(exp

(t

n

∑k=1

(Xk−µ√

)))= E

(n

∏k=1

exp(

t(

Xk−µ√nσ

)))

=n

∏k=1

E(

exp(

t(√

n)−1(

Xk−µ

σ

)))=

n

∏k=1

e12

(t√n

)2

= e12 t2

so it is a normal distribution having variance 1 and mean 0. It follows from Corollary 38.8.8that the square of this random variable is X 2 (1). Since we know the moment generatingfunction for chi squared distributions, it follows that we know all the terms in 39.3 exceptfor the one we want. It just a matter of filling in the expressions. Recall the momentgenerating function for X 2 (r) is

1

(1−2t)r/2

39.1. THE DISTRIBUTION OF nS? /o? 8012From what was shown above, ae and the vector ( X,-X -» X,-X ) are inde-pendent. From this, it follows thatare independent.(X=)?Using this and the known distribution of “=~,1 (X,—p)* " t(X,-X) n(X—p)e(y cw) )- £ (00 (pa k 4t ( =") ))= (s(' ry (Ki —% x OO ex Gea)By independence, this is=E (os ( >» ay) E (ow (ma) (39.3)7\2Of course the thing we want is E (ex (: an MX) )) , but the expression on the lefto22E (« vrei Goepr ) , and the factor on the right are known or easy to find. Consider thefactor on the right.n(X—wyP on (AER, (X%e—m))?a = 1 5}- (Sa)au By independence, its moment generating func-What is the distribution of )°7_, (45fal) tet)= THE (ex (#(va a) (Ae NE rely aeso it is anormal distribution having variance | and mean 0. It follows from Corollary 38.8.8that the square of this random variable is .2°* (1). Since we know the moment generatingfunction for chi squared distributions, it follows that we know all the terms in 39.3 exceptfor the one we want. It just a matter of filling in the expressions. Recall the momentgenerating function for 2°? (r) istf(1—2r)"/?