Re: [R] product of two chi-squared

From: Giovanni Petris <GPetris_at_uark.edu>
Date: Fri 02 Jul 2004 - 05:03:06 EST

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@comcast.net>
> Sender: r-help-bounces@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@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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Received on Fri Jul 02 05:08:21 2004

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