Abstract
SummaryA simple derivation of the non‐central χ2 distribution is presented. This requires no advanced mathematical knowledge, and is suitable for use in elementary courses.The non‐central χ2 distribution is of great importance in statistical theory, both in its own right, and as a step in the derivation of other distributions; however, it tends to be neglected in statistical courses largely, it seems, because the standard derivations are too difficult. A recent review of derivations by Guenther (1964) shows that most require some knowledge of n‐dimensional geometry or the equivalent matrix theory. The alternative is the use of generating functions, which is straightforward, apart from the inversion back to the density function. An objection to such methods is that they give no insight into the probabilistic nature of the proble.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
