On a connection between the non-central [chi]2 distribution and Bessel diffusions

Ravi Chari

Statistics & Probability Letters, 1990, vol. 10, issue 3, 217-219

Abstract: The noncentral [chi]2 random variable can be written as the sum of two independent random variables one of which is a (central) [chi]2 random variable and the other is known as the [chi]2 random variable with zero d.f. We give a probabilistic proof of this by using properties of the square of a Bessel diffusion.

Keywords: Noncentral; [chi]2; decompositions; Bessel; diffusions (search for similar items in EconPapers)
Date: 1990
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