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August 25th, 2012, 11:27 AM  #1 
Newbie Joined: Aug 2012 Posts: 2 Thanks: 0  convolution of iid non central Chi square and normal distrib
Hi, I am doing research and I am stuck at this point I need help to convolute iid non central chisquare with normal distribution.

August 25th, 2012, 12:16 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,756 Thanks: 696  Re: convolution of iid non central Chi square and normal dis
There is an important theorem in probability theory which may help. Calculate the characteristic functions of the distributions (Fourier transforms of density functions). Multiply together and you will have the characteristic function of the convolution. The inverse transform gives you the convolution of the original distributions.

August 26th, 2012, 02:54 AM  #3 
Newbie Joined: Aug 2012 Posts: 2 Thanks: 0  Re: convolution of iid non central Chi square and normal dis
thanks...i really appreciate your help


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central, chi, convolution, distrib, iid, normal, square 
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