Probability theory: Chi-Squared distribution

This is part of the course “Probability Theory and Statistics for Programmers”.

Image for post
Image for post
Probability Theory For Programmers

The Chi-Squared distribution is a continuous probability distribution that is widely used in statistical inference. And it related to the standard normal distribution. If a random variable X has the standard normal distribution, then has the the Chi-Squared distribution with one degree of freedom.

A relation between standard normal distribution and Chi-Squared distribution goes father than this. If we have n independent standard normal random variables, then their sum has a Chi-Squared distribution with n degrees of freedom.

Image for post
Image for post

Now let’s plot Chi-Squared distribution with different degrees of freedom.

The mean and variance of Chi-Squared distribution:

Image for post
Image for post
mean and variance

Next part ->

Reach the next level of focus and productivity with increaser.org.

Image for post
Image for post
Increaser

Written by

Software engineer, creator of increaser.org. More at geekrodion.com

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store