S4E11 The Centrality of Noncentral Distributions
Quantitude
00:00
The Expected Value of a Central Chi Square Distribution Is African or European
Greg: Do you know what the expected value of a central chi square distribution is African or European? I don't know. He says it's equal to the degrees of freedom and the variance is equal to two times the degrees offreedom. Greg: If we do this for a second score, a third score, a fourth score, each time we're adding in one more expected unit of deviation in the Z which becomes one squared unit. The expectation of the central chi square distributions with whatever number of degrees of freedom we have is just a whole bunch of ones summed up from these independent observations.
Transcript
Play full episode
