CHI-SQUARE
IMPORTANT CONTINUOUS RANDOM VARIABLE
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Special case of the Gamma Random Variable.
Probability Density Function (PDF) represents the number of degrees of freedom in the variable.This has many different shapes based on the values of . An example is illustrated below
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PROPERTIES
MEAN VARIANCE
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- If then we get an Exponential Random Variable with .
- If X is a standard Normal Random Variable, and a transformation of random variables is performed by Y=X2 then Y will be Chi-Square distributed with degree of freedom.
- If Xi are N independent standard Normal Random Variables, and a transformation of random variables is performed by
then Y will be Chi-Square distributed with degrees of freedom.![]()
RELATED
CONCEPTSRandom Variables Probability Density Function Cumulative Distribution Function Gaussian Random Variables Important Continuous Random Variables Gamma Random Variables ![]()
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