[R] what does the sum of square of Gaussian RVs with different variance obey?

Jean Sun comm at 263.net
Tue Sep 23 04:41:34 CEST 2003


>From basic statistics principle,we know,given several i.i.d Gaussian RVs with zero or nonzero mean,the sum of square of them is a central or noncentral Chi-distributed RV.However if these Gaussian RVs have different variances,what does the sum of square of them obey? 

Thanks in advance.




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