Chi-Square Distribution

(continuous probability dist for equations)

Usage:

ChiSquareDist (x, n)

Definition:

  x^(ν/2-1) / [exp (x/2) 2^(ν/2) gamma (ν/2)]

Required:

ν > 0     ν is an integer

Support:

x0

Moments:

μ = ν               σ^2 = 2 ν

γ1 = 2 sqrt (2/ν)    β2 = 3 + 12 / ν

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.