The χ^2 Distribution

Background

Definitions

Validity Checks

Cumulative Distribution Function (CDF).

Expected Value.

Variance/Standard Deviation.

Computational Formulæ for the Mean and Variance

For some random variables, especially those following common named distributions, formulæ involving the parameters of the distribution can be derived to simplify computation of these values.

The χ^2 distribution is a special case of the Gamma distribution, where α = ν/2 and β = 2.  Accordingly, the mean is αβ=ν and the variance is αβ^2=2ν

In[50]:=

ν

2ν

Out[50]=

20

Out[51]=

40

Probability Computations

Percentiles


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