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.
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 > User-Agent: Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.6b) > Gecko/20031205 Thunderbird/0.4 > > 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. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! R-project.org/posting-guide.html > >-- __________________________________________________ [ ] [ Giovanni Petris GPetris at uark.edu ] [ Department of Mathematical Sciences ] [ University of Arkansas - Fayetteville, AR 72701 ] [ Ph: (479) 575-6324, 575-8630 (fax) ] [ definetti.uark.edu/~gpetris ] [__________________________________________________]