Chi-squared distribution

GPTKB entity

Statements (40)
Predicate Object
gptkbp:instanceOf Probability distribution
gptkbp:asymptoticTo Normal distribution (for large k)
gptkbp:category gptkb:Probability_theory
Statistical distributions
Continuous distributions
gptkbp:characteristic (1-2it)^{-k/2}
gptkbp:continuity true
gptkbp:cumulativeDistributionFunction P(x; k) = γ(k/2, x/2)/Γ(k/2)
gptkbp:entropy Depends on k, involves digamma and gamma functions
gptkbp:firstDescribed 1900
gptkbp:hasSpecialCase gptkb:Gamma_distribution
https://www.w3.org/2000/01/rdf-schema#label Chi-squared distribution
gptkbp:isRightSkewed true
gptkbp:isUnimodal true
gptkbp:kurtosis 12/k
gptkbp:meaning k (degrees of freedom)
gptkbp:mode max(k-2, 0)
gptkbp:momentGeneratingFunction (1-2t)^{-k/2}, t < 1/2
gptkbp:namedAfter gptkb:Karl_Pearson
gptkbp:notation χ²(k)
gptkbp:parameter Degrees of freedom
gptkbp:pdf f(x; k) = (1/(2^{k/2} Γ(k/2))) x^{k/2-1} e^{-x/2}
gptkbp:relatedTo gptkb:F-distribution
gptkb:Student's_t-distribution
gptkb:Noncentral_chi-squared_distribution
gptkb:Gamma_distribution
gptkbp:skewness sqrt(8/k)
gptkbp:sumOf Squares of k independent standard normal random variables
gptkbp:supports [0, ∞)
gptkbp:usedFor Model fit assessment
Testing independence in contingency tables
Variance estimation
gptkbp:usedIn gptkb:Hypothesis_testing
Statistics
Confidence interval estimation
Goodness-of-fit tests
gptkbp:variant 2k (degrees of freedom)
gptkbp:bfsParent gptkb:F-distribution
gptkb:Student's_t-distribution
gptkbp:bfsLayer 5