Editing Chi-squared distribution (section)

=== Linear combination ===
If <math>X_1,\ldots,X_n</math> are chi square random variables and <math>a_1,\ldots,a_n\in\mathbb{R}_{>0}</math>, then the distribution of <math>X=\sum_{i=1}^n a_i X_i</math> is a special case of a [[Generalized chi-squared distribution|Generalized Chi-squared Distribution]].
A closed expression for this distribution is not known. It may be, however, approximated efficiently using the [[Characteristic function (probability theory)#Properties|property of characteristic functions]] of chi-square random variables.<ref>{{cite journal
|first=J.
|last=Bausch
|title=On the Efficient Calculation of a Linear Combination of Chi-Square Random Variables with an Application in Counting String Vacua
|journal=J. Phys. A: Math. Theor.
|volume=46
|issue=50
|year=2013
|pages=505202
|doi=10.1088/1751-8113/46/50/505202 |bibcode=2013JPhA...46X5202B
|arxiv=1208.2691
|s2cid=119721108
}}</ref>