If x follows a Chi square with k degrees of freedom and y follows a Chi square with m degrees of freedom, can we say anything about the distributionf of x-y???
a chi square is a sum of standard normals, therefore a xhi square(m) is a sum of m standard mormals. If you subtract the sum of n other standard normals you'll be left with m-n standard normals. Hence the distribution will be a chi square(m-n). However you have to check that the standard normals included in the first chi square are independent from those included in the other chi square
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2 comments:
a chi square is a sum of standard normals, therefore a xhi square(m) is a sum of m standard mormals. If you subtract the sum of n other standard normals you'll be left with m-n standard normals. Hence the distribution will be a chi square(m-n). However you have to check that the standard normals included in the first chi square are independent from those included in the other chi square
you confuse me...a chi square is a product of normals, not a sum??? no?? what the (&)(%)&((?
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