Related papers: Density Function of Weighted Sum of Chi-Square Var…

This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…

The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…

Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…

Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F…

Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…

We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as…

Histograms with weighted entries are used to estimate probability density functions. Computer simulation is the main application of this type of histograms. A review on chi-square tests for comparing weighted histograms is presented in this…

We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random…

Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…

Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…

In this paper we consider the probability density function (PDF) of the non-central $\chi^2$ distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and…

In this paper, we consider the problem of estimating the density function of a Chi-squared variable on the basis of observations of another Chi-squared variable and a normal variable under the Kullback-Leibler divergence. We assume that…

We investigate the statistics of stationary points in the sum of squares of $N$ Gaussian random fields, which we call a "chi-squared" field. The behavior of such a field at a point is investigated, with particular attention paid to the…

Applying the standard weighted mean formula, [sum_i {n_i sigma^{-2}_i}] / [sum_i {sigma^{-2}_i}], to determine the weighted mean of data, n_i, drawn from a Poisson distribution, will, on average, underestimate the true mean by ~1 for all…

Let $X_1,\ldots,X_M$ and $Y_1,\ldots,Y_N$ be independent zero mean normal random variables with variances $\sigma_{X_i}^2$, $i=1,\ldots,M$, and $\sigma_{Y_j}^2$, $j=1,\ldots,N$, respectively, and let $X=X_1\cdots X_M$ and $Y=Y_1\cdots Y_N$.…

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

The effect that weighted summands have on each other in approximations of $S=w_1S_1+w_2S_2+\cdots+w_NS_N$ is investigated. Here, $S_i$'s are sums of integer-valued random variables, and $w_i$ denote weights, $i=1,\dots,N$. Two cases are…

In this letter we derive the $(n-1)$-dimensional distribution corresponding to a $n$-dimensional i.i.d. Normal standard vector $Z=(Z_1,Z_2,\ldots,Z_n)$ subjected to the weighted sum constraint $\sum_{i=1}^n w_i Z_i=c$, $w_i\neq 0$. We first…

We study a function, which is a weighted sum of the squares of the distances of an arbitrary point to the sidelines of a triangle. The given weights, considered as barycentric coordinates, determine a point $M$. We prove that the function…

The asymptotic distribution of the likelihood-ratio statistic for testing parameters on the boundary is well known to be a chi-squared mixture. The mixture weights have been shown to correspond to the intrinsic volumes of an associated…