What is the relationship, if any, between t-distributed and F-distributed random variables?
A) A t-variate with z degrees of freedom is also an F(1, z)
B) The square of a t-variate with z degrees of freedom is also an F(1, z)
C) A t-variate with z degrees of freedom is also an F(z, 1)
D) There is no relationship between the two distributions.

Question

Quizplus · Accepted Answer

The square of a t-distributed random variable with z degrees of freedom follows an F-distribution with 1 and z degrees of freedom, respectively. This relationship is a fundamental property connecting these two distributions.

What Is the Relationship, If Any, Between T-Distributed and F-Distributed