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About: Generalized chi-squared distribution     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatContinuousDistributionsyago:Abstraction100002137yago:Arrangement105726596yago:Cognition100023271yago:Distribution105729036yago:PsychologicalFeature100023100yago:Structure105726345yago:WikicatProbabilityDistributions New Facet based on Instances of this Class

In probability theory and statistics, the generalized chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic form of a multinormal variable (normal vector), or a linear combination of different normal variables and squares of normal variables. Equivalently, it is also a linear sum of independent noncentral chi-square variables and a normal variable. There are several other such generalizations for which the same term is sometimes used; some of them are special cases of the family discussed here, for example the gamma distribution.