
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
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: 6,823 Thanks: 723  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


Tags 
central, chi, convolution, distrib, iid, normal, square 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Ref: Proof of noncentral moments of the normal distribution  chuck90  Advanced Statistics  2  February 17th, 2014 05:30 AM 
Ref: Proof of noncentral moments of the normal distribution  chuck90  Algebra  1  February 13th, 2014 01:26 PM 
normal to the curve/normal to the circle  cheyb93  Calculus  7  October 29th, 2012 01:11 PM 
Product normal implies components normal  cos5000  Real Analysis  3  November 18th, 2009 08:52 PM 
partial expectancy of normal distrib.  logophobia  Advanced Statistics  0  June 15th, 2008 07:58 AM 