- #1
bob j
- 22
- 0
I read this article about non central chi square distribution
http://en.wikipedia.org/wiki/Noncentral_chi-square_distribution
in practice, if I have a sum of X_i^2, where X_i is gaussian with mean \mu_i and std \sigma_i what would be the pdf of the sum? In the article the assume you have (x_i\sigma_i)^2
http://en.wikipedia.org/wiki/Noncentral_chi-square_distribution
in practice, if I have a sum of X_i^2, where X_i is gaussian with mean \mu_i and std \sigma_i what would be the pdf of the sum? In the article the assume you have (x_i\sigma_i)^2