I know the relation between central chi square and gamma random variables.But i am not able to get relation between gamma and non central chi-square distribution.

  • $\begingroup$ Exactly what kind of "relation" are you seeking? Non-central chi-squares are not gammas, but there are various ways they could be expressed as mixtures of gammas and possibly there are good approximations using small finite mixtures of gammas. $\endgroup$ – whuber Jul 29 '17 at 13:52
  • $\begingroup$ Yes , I am seeking a easy and simple approximation of non central chi square to gamma distribution. $\endgroup$ – Akhil Singh Jul 30 '17 at 9:56
  • $\begingroup$ A Master's thesis by Bill Weston (1978) at ttu-ir.tdl.org/bitstream/handle/2346/12849/… gives an overview of such approximations. $\endgroup$ – whuber Oct 7 '19 at 20:02
  • $\begingroup$ Thanks @whuber !! $\endgroup$ – Akhil Singh Feb 19 at 6:18

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.