How about the distribution of a*(x^2)+(1-a)*(y^2)
- From: freelait2000@xxxxxxxxx (Jeff)
- Date: 26 Apr 2005 19:36:00 -0700
Hi,
I have a question about random variable distribution. Please help me
if you could.
We know x and y are independent normal random variables. "a" is a
constant between 0 and 1. We want to know the distribution of
a*(x^2)+(1-a)*(y^2). From probability text books, it is easy to know
that the sum of two independant normal RVs'(They, RVs, have the same
mean and variance) square is chi-square distribution. For my question,
they are weighted with "a" and "1-a". I have no answer.
Anyone can tell me? Thanks in advance.
.
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