Skip to main content

All Questions

Filter by
Sorted by
Tagged with
2 votes
2 answers
269 views

Asymptotic scaling of mean and variance for non-central chi distribution

Define $Y \equiv \sqrt{\sum_{i=1}^k(\frac{ X_i}{\sigma_i})^2}$, with $X_i \sim \mathcal{N}(\mu_i, \sigma_i^2)$ and independents. It is known that $Y$ is distributed as a non-central chi (Noncentral ...
user1172131's user avatar
1 vote
1 answer
108 views

Asymptotic scaling of mean and variance for the norm of random vector (non gaussian components)

The norm of a vector whoose components $X_i$ are normally distributed follows the Non-central chi distribution and it can be shown that, increasing the number of components $k$ (i.e. the dimension of ...
user1172131's user avatar