Hi,
I'm trying to find the probability that a non-central chi-squared variable will be higher than a chi squared variable.
The Gaussian variables that they are based on both have the same variance but one has a non-zero mean.
I tried something based off the additivity property but it didn't work, though that could be due to a mistake I made with the math at some point.
If someone could suggest a method to look at I would be very much obliged.
Thanks,
Beebs