non-central chi squared

Non-central Chi square distribution

by

If squares of k independent standard normal random variables are added, it gives rise to central Chi-squared distribution with ‘k’ degrees of freedom. Instead, if squares of k independent normal random variables with non-zero means are added, it gives rise to non-central Chi-squared distribution. Non-central Chi-square distribution is related to Ricean distribution, whereas the central … Read more

Chi square distribution – demystified

by

A random variable is always associated with a probability distribution. When the random variable undergoes mathematical transformation the underlying probability distribution no longer remains the same. Consider a random variable whose probability distribution function (PDF) is a standard normal distribution ( and ). Now, if the random variable is squared (a mathematical transformation), then the … Read more