If random variable X is normally distributed, what is the probability density function of X square ?
E [X] = 0
V [X] = V , OR E [X^2] = V
E [X^4] = 3V.
2007-01-07 08:05:07 · 4 answers · asked by e_kueh 2 in Science & Mathematics ➔ Mathematics
Thank you lunchbox... This is what the books say (also your links). What steps did you take to get from
f(x) = 1/(2piV)^1/2 exp (x^2)/2V dx to Chi sq density. Is there a link ?
2007-01-07 13:20:41 · update #1
I believe I've left out the negative sign in the expoenent.
2007-01-08 03:00:07 · update #2
That would be the chi-squared distribution, with probability density function (1/2)^(k/2)x^(2k-1)e^(-x/2)/Gamma(k/2). See:
http://en.wikipedia.org/wiki/Chi-square_distribution
http://mathworld.wolfram.com/Chi-SquaredDistribution.html
Cheers!
2007-01-07 10:02:18 · answer #1 · answered by Anonymous · 0⤊ 0⤋
yes
2007-01-15 00:44:17 · answer #2 · answered by Anonymous · 0⤊ 0⤋
hi im bob
2007-01-15 01:22:41 · answer #3 · answered by Anonymous · 0⤊ 0⤋
errrrrrrrrr I have NO idea
2007-01-12 22:02:48 · answer #4 · answered by ☺C☺h☺a☺r☺l☺o☺t☺t☺e 3 · 0⤊ 0⤋