Statistics of a Chi-Square Random Variable Obtained from Independent Gaussian Samples with a Non-Zero Mean and Arbitrary Variance
Abstract
The mean and variance of a chi-square random variable are generally given for the case in which the chi-square random variable is derived from a process having a zero mean and unit variance. In this report, the mean and variance of the random variable found by squaring and summing N samples of an independent Gaussian process with a non-zero mean and arbitrary variance is derived.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1989
- Accession Number
- ADA214477
Entities
People
- Richard K. Brienzo
Organizations
- Scripps Institution of Oceanography