WOLFRAM NOTEBOOK

WOLFRAM|DEMONSTRATIONS PROJECT

The Chi-Squared Distribution

parameter ν
4
mean:
ν
=
4
variance:
2ν
=
8
moment generating function:
-ν/2
(1-2t)
=
1
2
(1-2t)
The sum of
ν
squares of independent standard normal random variables is a chi-squared random variable with
ν
degrees of freedom. This distribution is a special case of the gamma distribution that arises in statistics when estimating the variance of a population. The red vertical line marks the mean of the distribution.
Wolfram Cloud

You are using a browser not supported by the Wolfram Cloud

Supported browsers include recent versions of Chrome, Edge, Firefox and Safari.


I understand and wish to continue anyway »

You are using a browser not supported by the Wolfram Cloud. Supported browsers include recent versions of Chrome, Edge, Firefox and Safari.