Chi‐Square Distribution
H. O. Lancaster, E. Seneta
Abstract
H. O. Lancaster, E. Seneta
Abstract
Abstract A chi‐square random variable is defined as the sum of squares of independently distributed standard normal random variables, which explains the additive property of independent chi‐square random variables. Its probability distribution is described by a gamma probability density. The chi‐square goodness‐of‐fit statistic, when sample size is large, is approximately a chi‐square random variable. Tests of hypotheses relating to contingency tables are also based on a statistic with approximate chi‐square distribution.
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Abstract A chi‐square random variable is defined as the sum of squares of independently distributed standard normal random variables, which explains the additive property of independent chi‐square random variables. Its probability distribution is described by a gamma probability density. The chi‐square goodness‐of‐fit statistic, when sample size is large, is approximately a chi‐square random variable. Tests of hypotheses relating to contingency tables are also based on a statistic with approximate chi‐square distribution.
Key concepts: Mathematics, Chi-square test, Statistics, Contingency table, Square (algebra), Pearson's chi-squared test, Random variable, Statistic