Chi-squared distribution, Advanced Statistics

Chi-squared distribution: It is the probability distribution, f (x), of the random variable de?ned as the sum of squares of the number (v) of independent standard normal variables and given as follows



114_chi square.png 

The shape parameter, v, is generally known as the degrees of freedom of the distribution. This distribution occurs in number of areas of the statistics, for instance, assessing the goodness-of-?t of models, specifically those ?tted to contingency tables. The mean of distribution is v and its variance is 2v.

 

 

Posted Date: 7/26/2012 6:22:53 AM | Location : United States







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Chi-squared distribution : It is the probability distribution, f (x), of the random variable de?ned as the sum of squares of the number (v) of independent standard normal variables