The coefficient of variation (CV) for a random sample Y1, ..., Yn is defined by
CV = (S) / (Ȳ)
where S is the sample standard deviation and Ȳ is the sample mean. CV measures the amount of
variation as a proportion of the sample mean. Suppose each Yi ~ N(0, σ^2) for i = 1, ..., 10.
(a) By using F1,v = t(v)^2, find the distribution of (10Ȳ^2) / S^2 in terms of the F-distribution.
(b) Find the distribution of S^2 / (10Ȳ^2).
(c) Using statistical tables, find the number c such that
Pr{-c ≤ (S) / (Ȳ) ≤ c} = 0.95