Distribution of difference of two second degree non central chi squared random variables.(adsbygoogle = window.adsbygoogle || []).push({});

This problem can be cast as an indefinite quadratic form for which there are a number of general numerical techniques to determine the CDF. Alternatively, it may be written as a linear combination of independent chi squared random variables.

I'm wondering if there are any simplifications when the linear combination takes the form

of a simple difference of two second degree non-central chi squared distributions.

Context: Consider a two dimensional complex normal random vector x = [x1 x2]' ~ CN(u,R).

I am interested in the distribution of:

|x1|^2 - |x2|^2

Thanks!!!!

**Physics Forums - The Fusion of Science and Community**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Distribution of difference of 2 2nd degree non central chi squared random variables

Loading...

Similar Threads - Distribution difference degree | Date |
---|---|

I Hypergeometric distribution with different distributions | Mar 17, 2016 |

What's the difference between Bell curve and Gaussian distribution | May 21, 2013 |

Quantify difference between discrete distributions | Feb 14, 2013 |

Differences between binomial distribution and forced probability distribution | Feb 3, 2013 |

How to estimate return period amount at different distributions | Jul 17, 2012 |

**Physics Forums - The Fusion of Science and Community**