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Conference rusure::math

Title:	Mathematics at DEC

Moderator:	RUSURE::EDP

Created:	Mon Feb 03 1986
Last Modified:	Fri Jun 06 1997
Last Successful Update:	Fri Jun 06 1997
Number of topics:	2083
Total number of notes:	14613

1352.0. "sum of chi-squared distributions" by TOOK::CBRADLEY (Chuck Bradley) Mon Dec 10 1990 12:34

given:
x is from a chi-squared distribution with parameter a and
y is from a chi-squared distribution with parameter b.

show that x+y is from a chi-squared distribution with parameter a+b.

T.R	Title	User	Personal Name	Date	Lines
1352.1	that's how I thought it was defined	GUESS::DERAMO	Sometimes they leave skid marks.	`Mon Dec 10 1990 12:40`	6
	Are you defining the chi-squared distribution with parameter n to be the distribution of the sum of the squares of n independent unit normal random variables? :-) Dan
1352.2	a general approach to this kind of questiony	HERON::BUCHANAN	combinatorial bomb squad	`Mon Dec 10 1990 12:57`	6
	Take the Fourier transform of the Distribution, and use the convolution theorem. Regards, Andrew.
1352.3	A more convenient transform for prob. dists.	CADSYS::COOPER	Topher Cooper	`Mon Dec 10 1990 17:02`	3
	Use the moment generating function for the distribution. Topher