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Probability: Difference between revisions
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* If <math>Z_1,...,Z_k \sim N(0,1)</math> then <math>Z_1^2 + ... + Z_k^2 \sim \Chi^2(k)</math> | * If <math>Z_1,...,Z_k \sim N(0,1)</math> then <math>Z_1^2 + ... + Z_k^2 \sim \Chi^2(k)</math> | ||
* If <math>X_i \sim \Chi^2(k_i)</math> then <math>X_1 + ... + X_n \sim \Chi^2(k_1 +...+ k_n)</math> | * If <math>X_i \sim \Chi^2(k_i)</math> then <math>X_1 + ... + X_n \sim \Chi^2(k_1 +...+ k_n)</math> | ||
* <math>\Chi^2(k)</math> is equivalent to <math>\gamma(2*k, 2)</math> | |||
===F Distribution=== | ===F Distribution=== | ||