- #1

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How can i use moment generating functions to do this?

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- Thread starter sneaky666
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- #1

- 66

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How can i use moment generating functions to do this?

- #2

statdad

Homework Helper

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Yes.

- #3

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How can i use moment generating functions to do this?

M

M

M

which is the MGF of a chi-square distribution with (n+m) degrees of freedom.

That's all I can come up with...not terribly good with this....

- #4

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How can i use moment generating functions to do this?

If you want to show that a given set of random variables has a chi square distribution and that these distributions are additive you need to start with the Gaussian and then derive the characteristic function from the MGF.

http://www.planetmathematics.com/CentralChiDistr.pdf

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