If a random variable has a Chi-Squared Distribution with degrees of
freedom () and a random variable has a Chi-Squared Distribution
with degrees of freedom (), and and are independent, then
(1) |
(2) |
(3) | |||
(4) | |||
(5) | |||
(6) |
(7) | |||
(8) | |||
(9) |
(10) |
(11) | |||
(12) | |||
(13) | |||
(14) |
(15) |
(16) |
See also Beta Distribution, Chi-Squared Distribution, Student's t-Distribution
References
Beyer, W. H. CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, p. 536, 1987.
© 1996-9 Eric W. Weisstein