The Chi-squared distribution
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The chi-squared distribution with
degrees
of freedom is the distribution of a sum of the squares of
independent
standard normal random variables. A consequence is that the sum of independent
chi-squared variables is also chi-squared distributed. It is widely used in
hypothesis testing, goodness of fit analysis or in constructing confidence
intervals. It is a special case of the gamma distribution.
![[SmartChart]](I/ChiSquaredDistribution_files/image002.gif)
![[SmartChart]](I/ChiSquaredDistribution_files/image003.gif)
![[SmartChart]](I/ChiSquaredDistribution_files/image004.gif)
Distribution name
|
Chi-squared
distribution
|
Common notation
|

|
Parameters
|
=
degrees of freedom (positive integer)
|
Domain
|

|
Probability density
function
|

|
Cumulative distribution
function
|

|
Mean
|

|
Variance
|

|
Skewness
|

|
(Excess) kurtosis
|

|
Characteristic function
|

|
Other comments
|
Its median is approximately . Its mode is . Is also known as the
central chi-squared distribution (when there is a need to contrast it with
the noncentral chi-squared distribution).
In the special case of the cumulative
distribution function simplifies to .
As , and 
|
Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “chi-squared”.
Functions relating to a generalised version of this distribution including
additional location (i.e. shift) and scale parameters may be accessed by using
a DistributionName of “chi-squared3” ”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
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