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Math Help - Comparing two Chi-squared variables

  1. #1
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    Comparing two Chi-squared variables

    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
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by Beebs View Post
    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
    It would look at a bootstrap estimate of the probability

    CB
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  3. #3
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    Thanks,

    I thought it might have to be that. I'd much prefer an analytical method because i'll have multiple values for the lambda of the non-central chi squared but i didn't think there would be an easy one.
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