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Hi, Does anyone know what the expectation of the product of two chi-squares distributions is? Is the product of two chi-squared distributions anything useful (as in a nice distribution)? thanks, eugene.

Hi, Does anyone know what the expectation of the product of two chi-squares distributions is? Is the product of two chi-squared distributions anything useful (as in a nice distribution)? thanks, eugene.

Dear all, Sorry if this is slightly off the track as far as R is concerned, but I have been using the Savitzky-Golay filter to estimate some derivatives of interest. I am wondering however, if anyone has seen anything...

Dear all, Sorry if this is slightly off the track as far as R is concerned, but I have been using the Savitzky-Golay filter to estimate some derivatives of interest. I am wondering however, if anyone has seen anything...

Dear all, Sorry if this is slightly off the track as far as R is concerned, but I have been using the Savitzky-Golay filter to estimate some derivatives of interest. I am wondering however, if anyone has seen anything...

Dear all, I am trying to program an estimator which maximizes a likelihood type objective function which is basically just lots of sums of indicator functions of data and parameters. In order to make the optimization I would like to...

Hi everyone, (This is related to my posting on chi-squared from a day ago. I have tried simulating this but I am still unable to calculate it analytically.) Let y be an n times 1 vector of random normal...

Hi, I have estimated a step function and need to take the derivatives of this function at all points in the range. Does anyone know of any clever ways to do this? (I have already tried to fit a polynomial...

Hi, I am getting some weird results here and I think I am missing something. I am trying to program a function that for a set of random variables drawn from uniform distributions plots that distribution of the second order...

Dear Thomas, The short answer is both. Some of the parameters of interest to be estimated are discrete while others are are continuous. Similarly for the support of the data variables that go into the objective. Let me try and...

Thanks. Here is some more info that may help: I am estimating a transformation model H(Y)=Xb+e and have obtained (up to a location parameter) an estimated of H(T), call it H_est(T). (Its a new...

Thanks. This is sort of what I have been trying to do... but I keep ending up with products of non-independent chi-squares where I am sort of getting stuck. I knew this Theorem just never knew it was...