MathGroup Archive 2011

[Date Index] [Thread Index] [Author Index]

Search the Archive


  • To: mathgroup at
  • Subject: [mg121145] TransformedDistribution
  • From: paulvonhippel at yahoo <paulvonhippel at>
  • Date: Wed, 31 Aug 2011 06:05:13 -0400 (EDT)
  • Delivered-to:

I am seeking the mean of a variable which includes the weighted sum of
two chi-square variables. When I ask the question the obvious way
(below), Mathematica takes a long time to return an unwieldy answer
that is undefined for most values of n1 & n2. I'd be grateful if
someone could suggest a more tractable way to pose the problem.

Here's a simplified version of the problem:

  Sqrt[\[FormalX]2 n2 + \[FormalX]1 n1 ], {\[FormalX]1 \[Distributed]
    ChiSquareDistribution[n1], \[FormalX]2 \[Distributed]

And whatI really want to do is a little more complicated:

TransformedDistribution[\[FormalX]2 Sqrt[((\[FormalX]3 +
      den) n + \[FormalX]1 Subscript[n, obs])/(
  den (-1 + n) n)] \[Sigma], {\[FormalX]1 \[Distributed]
   ChiSquareDistribution[1], \[FormalX]2 \[Distributed]
   ChiDistribution[-1 + Subscript[n,
     obs]], \[FormalX]3 \[Distributed]
   ChiSquareDistribution[-1 + Subscript[n, mis]]}]

  • Prev by Date: Problem with access nested list
  • Next by Date: Re: Defective Mesh lines in ContourPlot3D
  • Previous by thread: Re: Problem with access nested list
  • Next by thread: Mathematica loop help