Assuming independence, the expectation of a product is the product
of the expectations. From this you could easily get moments of all
orders and thence the moment generating function or characteristic
function. By direct computation (or consulting Johnson and Kotz,
Distributions in Stati
There is not enough information here: you need to know the joint
distribution of the two. If they are independent, the expectation of
the product is just the product of expectations - as any elementary
textbook will tell you.
Giovanni
> Date: Thu, 01 Jul 2004 14:51:31 -0400
> From: "Eugene Salin
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.
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