chi-square distribution

E596523

The chi-square distribution is a continuous probability distribution commonly used in statistics to model the sum of squared standard normal variables and to conduct hypothesis tests such as goodness-of-fit and tests of independence.

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Predicate Object
instanceOf probability distribution
right-skewed distribution
assumes independent observations in contingency tables
sufficiently large expected cell counts for chi-square approximation
belongsTo family of Pearson distributions
cdf regularized gamma function of x/2 and k/2
characteristicFunction φ(t) = (1 - 2it)^{-k/2}
cumulativeShape increasing and concave for small x
definedOn nonnegative real numbers
hasProperty approaches normal distribution as degrees of freedom increase
nonnegative random variable
right-skewness decreases as degrees of freedom increase
hasScaleParameter 2 in gamma representation
hasShapeParameter k/2 in gamma representation
introducedBy Karl Pearson NERFINISHED
isSpecialCaseOf gamma distribution
kurtosisExcess 12/k
mean k (degrees of freedom)
mode k - 2 for k ≥ 2
momentGeneratingFunction M(t) = (1 - 2t)^{-k/2} for t < 1/2
origin distribution of quadratic forms in normal variables
sum of squares of independent standard normal variables
parameter degrees of freedom
pdf f(x;k) = 1/(2^{k/2} Γ(k/2)) x^{k/2-1} e^{-x/2} for x>0
relatedTo F-distribution
Student's t-distribution NERFINISHED
gamma distribution
standard normal distribution
skewness √(8/k)
specialCase exponential distribution when k = 2
support [0, ∞)
symbol χ²
tailBehavior heavy right tail for small degrees of freedom
usedFor confidence interval for variance
goodness-of-fit test
test of homogeneity
test of independence
variance test
usedIn analysis of variance
categorical data analysis
contingency table analysis
hypothesis testing
likelihood ratio tests
maximum likelihood estimation theory
usedWith Pearson's chi-square test NERFINISHED
likelihood ratio chi-square test
variance 2k (degrees of freedom)

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Fisher's exact test alternativeTo chi-square distribution
this entity surface form: Pearson's chi-squared test
Gamma function appearsIn chi-square distribution
Karl Pearson notableWork chi-square distribution
this entity surface form: chi-squared test
F-distribution relatedDistribution chi-square distribution
this entity surface form: chi-squared distribution