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A note on the derivative of the normal distribution's logarithm

✍ Scribed by Andreas Pechtl

Book ID: 105756348
Publisher: Springer
Year: 1998
Tongue: English
Weight: 127 KB
Volume: 70
Category: Article
ISSN: 0003-889X
DOI: 10.1007/s000130050168

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Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed