General solution using SPA (module_A_chisq.m)

Let element have distribution , that is the chi-square distribution with degrees of freedom and scale . A chi-square RV is created whenever the squares of independent Gaussian RVs of equal variance are added up. The distribution of the chi-square RV depends on two parameters, the degrees of freedom , which equals the number of Gaussians that were added, and the variance , which is the assumed variance of the Gaussians. The mean of equals . A description of chi-square random variables is provided in Section 16.1.2.

Subsections

Baggenstoss 2017-05-19