Chi-Square Distribution |
(continuous probability dist for equations) |
Usage: |
ChiSquareDist (x, n) |
Definition: |
x^(n/2-1) / [exp (x/2) 2^(n/2) gamma (n/2)] |
Required: |
n > 0 n is an integer |
Support: |
x ³ 0 |
Moments: |
m = n s^2 = 2 n g1 = 2 sqrt (2/n) b2 = 3 + 12 / n |
This is the distribution of Z1^2 + Z2^2 + ... Zn^2 where Zi are independent standard normal variates.
n is usually called the “degrees of freedom” of the distribution.