Mixing
What is the distribution of the sum of the absolute value of i.i.d. 1D Gaussian variables?
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In my case, each sum contains 264 summands, so results that only hold in the limit of infinitely-many summands may also be useful if the finite case can't be conveniently described.
This is a special case of What's the distribution of $L_1$ norm of Gaussian random variables? (which does not have an answer).
probability probability-distributions random-variables
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
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add a comment |
$begingroup$
In my case, each sum contains 264 summands, so results that only hold in the limit of infinitely-many summands may also be useful if the finite case can't be conveniently described.
This is a special case of What's the distribution of $L_1$ norm of Gaussian random variables? (which does not have an answer).
probability probability-distributions random-variables
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
$endgroup$
1
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Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
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– J.G.
Feb 1 at 15:04
add a comment |
$begingroup$
In my case, each sum contains 264 summands, so results that only hold in the limit of infinitely-many summands may also be useful if the finite case can't be conveniently described.
This is a special case of What's the distribution of $L_1$ norm of Gaussian random variables? (which does not have an answer).
probability probability-distributions random-variables
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
$endgroup$
In my case, each sum contains 264 summands, so results that only hold in the limit of infinitely-many summands may also be useful if the finite case can't be conveniently described.
This is a special case of What's the distribution of $L_1$ norm of Gaussian random variables? (which does not have an answer).
probability probability-distributions random-variables
probability probability-distributions random-variables
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
asked Feb 1 at 15:01
Zach BoydZach Boyd
7932518
7932518
1
$begingroup$
Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
$endgroup$
– J.G.
Feb 1 at 15:04
add a comment |
1
$begingroup$
Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
$endgroup$
– J.G.
Feb 1 at 15:04
1
1
$begingroup$
Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
$endgroup$
– J.G.
Feb 1 at 15:04
$begingroup$
Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
$endgroup$
– J.G.
Feb 1 at 15:04
add a comment |
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$begingroup$
Each summand is $chi_1$-distributed; see here if you can't work out the mean & variance. The sum of many of these is approximately Normal.
$endgroup$
– J.G.
Feb 1 at 15:04