There is not enough information here: you need to know the joint
distribution of the two. If they are independent, the expectation of
the product is just the product of expectations - as any elementary
textbook will tell you.
Giovanni
> Date: Thu, 01 Jul 2004 14:51:31 -0400
> From: "Eugene Salinas (R)" <r-eugenesalinas at comcast.net>
> Sender: r-help-bounces at stat.math.ethz.ch
> Precedence: list
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>
> Hi,
>
> Does anyone know what the expectation of the product of two chi-squares
> distributions is? Is the product of two chi-squared distributions
> anything useful (as in a nice distribution)?
>
> thanks, eugene.
>
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--
__________________________________________________
[ ]
[ Giovanni Petris GPetris at uark.edu ]
[ Department of Mathematical Sciences ]
[ University of Arkansas - Fayetteville, AR 72701 ]
[ Ph: (479) 575-6324, 575-8630 (fax) ]
[ http://definetti.uark.edu/~gpetris/ ]
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