English

Density Function of Weighted Sum of Chi-Square Variables with Trigonometric Weights

Disordered Systems and Neural Networks 2024-12-24 v1 Probability

Abstract

We have investigated a weighted chi-square distribution of the variable ξ\xi which is a weighted sum of squared normally distributed independent variables whose weights are cosines of angles ϕk=2πk/N\phi_k=2\pi k/N, where k{0,1,...,N1}k \in \{0,1,...,N-1\} and NN is the number of the freedom degrees. We have found the exact expression for the density function of this distribution and its approximation for large NN. The distribution is compared with the Gaussian distribution.

Keywords

Cite

@article{arxiv.2412.17433,
  title  = {Density Function of Weighted Sum of Chi-Square Variables with Trigonometric Weights},
  author = {Vladislav Egorov and Boris Kryzhanovsky},
  journal= {arXiv preprint arXiv:2412.17433},
  year   = {2024}
}

Comments

8 pages, 2 figures