Statistics of a Chi-Square Random Variable Obtained from Independent Gaussian Samples with a Non-Zero Mean and Arbitrary Variance.

摘要

The mean and variance of a chi-square random variable are generally given for the case in which the chi-square random variable is derived from a process having a zero mean and unit variance. In this report, the mean and variance of the random variable found by squaring and summing N samples of an independent Gaussian process with a non-zero mean and arbitrary variance is derived. (kr)