Friday, November 18, 2016

More quick facts while I do real work


  1. The square of a standard normal random variable is chi-squared with 1 degree of freedom.
  2. The sum of independent chi-squared random variables is chi-squared with the sum of their degrees of freedom.
Don't you feel enlightened?

OK, I'll throw out one more:

chi-squared with p degrees of freedom is really Gamma(p/2, 2) in disguise.



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