QuantEcon / Expectations.jl

Expectation operators for Distributions.jl objects
MIT License
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Chi Squared Distribution #34

Closed arnavs closed 4 years ago

arnavs commented 4 years ago

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.