CHI AND GAUSSIAN
Analysis of the relationship between the two random variables
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A Gaussian Random Variable is related to the Chi-Square CDF. Here is the explanation:
- If X is a standard Normal Random Variable, and a transformation of random variables is performed by then Y will be Chi-Square distributed with v=1 degree of freedom.
- If Xi are N independent standard Normal Random Variables, and a transformation of random variables is performed by then Y will be Chi-Square distributed with v=N degrees of freedom.
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RELATED
CONCEPTSGaussian Random Variables Chi-Square Random Variables ![]()
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