Recent content by no999

Hi Guys, By definition, the sum of iid non-central chi-square RVs is non-central chi-square. what is the sum of ono-identical non-central chi-square RV. I have a set of non zero mean complex Gaussian random variables H_i with a mean m_i and variance σ_i . i=1...N. H the result of their square...

Hi All, By definition, the sum of iid non-central chi-square RVs is non-central chi-square. what is the sum of ono-identical non-central chi-square RV. I have a set of non zero mean complex Gaussian random variables H_i with a mean m_i and variance σ_i . i=1...N. H the result of their...

thanks guys, I found the analysis in one book, The Algebra of Random variables, M. D. Springer, university of Arkansas, it is a very old book but really good one one. now i am trying to find the ratio of two i.r.v each follow noncentral chi-square distribution Any idea about that, Regards...

Hi, thanks for the info. Actually, i cannot understand what do you mean by chi-square definition, my noncentral chi-square is a result of squared Gaussian RV with mean and segma^2. i found an expression of the characteristic function of the noncentral chi-square but i am not sure if this...

Hi guys, i amtrying to find the sum of N random variables each follow the noncentral chi-square distribution and they are i.i.d, i.e, sum(y_i), i=1,...N y_i is the RV and has a noncentral chi-square pdf f[y](y) = (exp(-(H[i, d]+y)/sigma^2)*BesselJ(0, 2*sqrt(H[i...