Chi-squared distribution 2 N. N = number of degrees of freedom Computed using incomplete gamma function: Moments of 2 distribution:. Constructing 2 from Gaussians - 1. Let G(0,1) be a normally-distributed random variable with zero mean and unit variance. For one degree of freedom:
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i.e. The 2 distribution with 1 degree
of freedom is the same as the
distribution of the square of a
single normally distributed quantity.
X1Constructing 2 from Gaussians - 2
all will be
<Xi>Aside: what is Cov(Xi,X)?