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!