THE DISTRIBUTION OF THE DIFFERENCE BETWEEN TWO INDEPENDENT CHI-SQUARES

Abstract

The problem considered is that of the distribution of one-half the difference between 2 indepenent chi-squares each having the same number of degrees of freedom. Recurrence relations are presented for the mean probability density functions and cumulative distribution functions. The probability density function f sub n (t) is shown to have the same order of contant at + or - infinity as the probability density function of Chi 2 with n degress of freedom at infinity. Furthermore, f sub n (0) is a decreasing function of n, and f sub n (t) has its maximum at the origin.

Document Details

Document Type
Technical Report
Publication Date
Mar 10, 1953
Accession Number
AD0016400

Entities

People

  • James Pachares

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Data Science
  • Distribution Functions
  • Functions (Mathematics)
  • Information Science
  • Mathematics
  • Probability
  • Probability Density Functions
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Statistical inference.