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Let R1 and R2 be independent random variables with noncentral chi-square distributions; R1 is 2 (n1,1) and R1 is 2 (n2,2) . Prove that R1

Let R1 and R2 be independent random variables with noncentral chi-square distributions; R1 is 2 (n1,1) and R1 is 2 (n2,2) . Prove that R1 + R2 is 2n,, where n = n1 + n2 and = (1^2 + 2^2)^(1/2).

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