[R] product of two chi-squared

[Giovanni Petris]

There is not enough information here: you need to know the joint
distribution of the two. If they are independent, the expectation of
the product is just the product of expectations - as any elementary
textbook will tell you.

Giovanni

> Date: Thu, 01 Jul 2004 14:51:31 -0400
> From: "Eugene Salinas (R)" <r-eugenesalinas at comcast.net>
> Sender: r-help-bounces at stat.math.ethz.ch
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> 
> Hi,
> 
> Does anyone know what the expectation of the product of two chi-squares 
> distributions is? Is the product of two chi-squared distributions 
> anything useful (as in a nice distribution)?
> 
> thanks, eugene.
> 
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-- 

 __________________________________________________
[                                                  ]
[ Giovanni Petris                 GPetris at uark.edu ]
[ Department of Mathematical Sciences              ]
[ University of Arkansas - Fayetteville, AR 72701  ]
[ Ph: (479) 575-6324, 575-8630 (fax)               ]
[ http://definetti.uark.edu/~gpetris/              ]
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