Let Xi; i = 1; 2 be independent random variables (i.r.v.'s) having a
Chi-square distribution, EXi = 4.
Using characteristic functions and the inversion formula and the
probability density function (pdf) of Y = X1 -X2:
Find E(Y^8)
How do i run all these computations on mathematica?? Can someone give me a lowdown on where to begin and finish?
This is the short way (so compare your eventual answer with this result):
Expectation[(x - y)^8, {x \[Distributed] ChiSquareDistribution@4, y \[Distributed] ChiSquareDistribution@4}]
The [Distributed] character is entered esc dist esc
Thank you Bruce, I’ll give it a shot now.
Do you have any approach to finding the probability density function of Y = X1 - X2 by char functions and inversion form?