Question
Give a reasonable definition of a chi-square distribution with zero degrees of freedom. Hint: Work with the mgf of a distribution that is $\chi^{2}(r)$ and let $r=0 .$
Step 1
It is defined as $M_{X_1}(t_1) = E[e^{t_1X_1}]$ where $|t_1| < h_1$ and $h_1 > 0$ if it exists. Show more…
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