THE DISTRIBUTION OF THE DIFFERENCE BETWEEN TWO INDEPENDENT CHI-SQUARES
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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The problem considered is that of the distribution of one-half the difference between 2 indepenent chi-squares each having the same number of degrees of freedom. Recurrence relations are presented for the mean probability density functions and cumulative distribution functions. The probability density function f sub n t is shown to have the same order of contant at or - infinity as the probability density function of Chi 2 with n degress of freedom at infinity. Furthermore, f sub n 0 is a decreasing function of n, and f sub n t has its maximum at the origin.