Chi-squared Distribution

• Chi-squared Distribution

 

It  is the distribution of a sum of the squares of independent standard normal random variables.

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1) "m" random variables are extracted "independent" from a set of random variables that follow a standard normal distribution.

 

 

- extracted "independent" : The act of extracting one random variable does not affect the act of extracting the next one. Such as when extracting lottery numbers.

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2) Define X2

 

 

3) Get the Chi-squared Distribution

 

 

- χ2(m) : Chi-squared Distribution

- μ : Mean

- σ : Standard Deviation

 

4) Chi-squared Distribution 

 

 

The smaller the degree of freedom, the more inclined it is to the left,

the more data it has, the more it changes to the normal distribution.

 

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