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Chi Squared Distribution #34

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arnavs opened this issue Feb 6, 2020 · 0 comments · Fixed by #36
Closed

Chi Squared Distribution #34

arnavs opened this issue Feb 6, 2020 · 0 comments · Fixed by #36
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@arnavs
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arnavs commented Feb 6, 2020

I think Gauss-Laguerre is the way to go for this one.

See: https://arxiv.org/pdf/1902.06861.pdf. See section 4.2. They do a change of variables and then use the rule for Gamma.

@arnavs arnavs self-assigned this Feb 6, 2020
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