Trying to find the probability of a sum of standard normal variables being greater than a set value-CodePudding

Home > Software engineering > Trying to find the probability of a sum of standard normal variables being greater than a set value

Trying to find the probability of a sum of standard normal variables being greater than a set value

Time：09-23

I'm brand new to R, and I'm sure this should be an easy question for some people, but I can't figure it out.

How do I find the probability that an equation of independent standard normal variables is greater than a certain value using R?

Pr((x_1^2 x_2^2 x_3^2) > 5)

CodePudding user response：

The random variable x_1^2 x_2^2 x_3^2 follows the Chi-squared distribution with 3 degrees of freedom. So your probability is given in R by

pchisq(5, df = 3, lower.tail = FALSE)