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August 25th, 2012, 11:27 AM   #1
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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 chi-square with normal distribution.
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August 25th, 2012, 12:16 PM   #2
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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.
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August 26th, 2012, 02:54 AM   #3
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Re: convolution of iid non central Chi square and normal dis

thanks...i really appreciate your help
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