Chi-statistics

Hello all,

do you know the density function of:

x^2+y^2

where x: N(0,sigma_x) and y:N(0,sigma_y)

for sigma_x=sigma_y, the solution is the Chi-square distribution of degree 2

But what is the solution for arbitrary sigma_x and sigma_y?

Best Regards

Fatih

two squared noramal distributed random variables

-- 
Fatih &#199apar, Dipl.-Ing. wiss. Ang.
Universit?t Karlsruhe(TH), Institut f?r Nachrichtentechnik,
Geb. 30.44, 6. Stock, Raum 627

D-76128 Karlsruhe, Tel: +49 721 608 4097, Fax: +49 721 608 6071
_______

Fatih &#199apar, Dipl.-Ing. scientific assistant
University of Karlsruhe, Communications Engineering Lab
house 30.44, 6'th floor, office 627

D-76128 Karlsruhe, phone: +49 721 608 4097, fax: +49 721 608 6071