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Re: TransformedDistribution, for a sum of M iid variables

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120439] Re: TransformedDistribution, for a sum of M iid variables
  • From: paulvonhippel at yahoo <paulvonhippel at yahoo.com>
  • Date: Fri, 22 Jul 2011 19:46:29 -0400 (EDT)
  • References: <20110721225621.9H9BM.1153349.imail@eastrmwml34> <j0b9p4$jl1$1@smc.vnet.net>

To clarify what I'm looking for, suppose I have the following
distribution:

TransformedDistribution[Z1+Sqrt[U/(n-1)]*Z2,{Z1\
[Distributed]NormalDistribution[0,1],Z2\
[Distributed]NormalDistribution[0,1],U\
[Distributed]ChiSquareDistribution[n-1]}]

I want to replace Z2 with the average of M independent variables that
are distributed like Z2.
Or I might want to replace U with the average of M independent
variables that are distributed like U.

Is there a convenient way to do this? Thanks!


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