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use for questions about socalled non-centrality parameters, in distributions such as t, F, chisquare, wishart and others.

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1 answer
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sum of noncentral Chi-square random variables

I need to find the distribution of the random variable $$Y=\sum_{i=1}^{n}(X_i)^2$$ where $X_i\sim{\cal{N}}(\mu_i,\sigma^2_i)$ and all $X_i$s are independent. I know that it is possible to first find …
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