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 which is a weighted sum of squared normally distributed independent variables whose weights are cosines of angles , where and 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 . 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