Bivariate Non-central Chi Distribution
Let, be a set of n independent and identically distributed bivariate normal random vectors with marginal distributions, correlation, and mean vector and covariance matrix
with positive definite. Define
Then the joint distribution of U, V is central or noncentral bivariate chi distribution with n degrees of freedom. If either or both or the distribution is a noncentral bivariate chi distribution.
Read more about this topic: Noncentral Chi Distribution
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