Find the probability density function of $Y=|Ax+n|^2$

Asked Sep 29 '16 at 20:49

Active Sep 29 '16 at 22:10

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I know that the pdf of $Ax+n$ is a Gaussian one and I want to calculate the pdf of $Y=|Ax+n|^2$. Is this possible?

edited Sep 29 '16 at 22:10

Irregular User

asked Sep 29 '16 at 20:49

Marios

1

The square of a non-zero-mean gaussian is a noncentral chi-squared distribution (https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution) – MikeP Sep 29 '16 at 21:09
Yes.$\mbox{}\mbox{}$ – Felix Marin Sep 29 '16 at 22:21

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