On Tue, 23 Sep 2003, Jean Sun wrote: > >From basic statistics principle,we know,given several i.i.d Gaussian > >RVs with zero or nonzero mean,the sum of square of them is a central or > >noncentral Chi-distributed RV.However if these Gaussian RVs have > >different variances,what does the sum of square of them obey? >
Nothing very useful. It's a mixture of chisquare(1) variables. One standard approach is to approximate it by a multiple of a chisquared distribution that has the correct mean and variance. -thomas ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help