Chi-Squared Distribution and the Central Limit Theorem

degrees of freedom ν

15

distribution function

pdf

cdf

show difference

This Demonstration explores the chi-squared distribution for large degrees of freedom

ν

, which, when suitably standardized, approaches a standard normal distribution as

ν∞

by the central limit theorem. In this Demonstration,

ν

can be varied between 1 and 2000 and either the PDF or CDF of the chi-squared and standard normal distribution can be viewed. You can also see the difference between the two distributions, which becomes useful for large

ν

.