Jump to content
Main menu
Main menu
move to sidebar
hide
Navigation
Main page
Recent changes
Random page
Help about MediaWiki
Special pages
Niidae Wiki
Search
Search
Appearance
Create account
Log in
Personal tools
Create account
Log in
Pages for logged out editors
learn more
Contributions
Talk
Editing
Chi-squared distribution
(section)
Page
Discussion
English
Read
Edit
View history
Tools
Tools
move to sidebar
hide
Actions
Read
Edit
View history
General
What links here
Related changes
Page information
Appearance
move to sidebar
hide
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Occurrence and applications{{anchor|Applications}} == The chi-squared distribution has numerous applications in inferential [[statistics]], for instance in [[chi-squared test]]s and in estimating [[variance]]s. It enters the problem of estimating the mean of a normally distributed population and the problem of estimating the slope of a [[linear regression|regression]] line via its role in [[Student's t-distribution]]. It enters all [[analysis of variance]] problems via its role in the [[F-distribution]], which is the distribution of the ratio of two independent chi-squared [[random variable]]s, each divided by their respective degrees of freedom. Following are some of the most common situations in which the chi-squared distribution arises from a Gaussian-distributed sample. * if <math>X_1, ..., X_n</math> are [[i.i.d.]] <math>N(\mu, \sigma^2)</math> [[random variable]]s, then <math>\sum_{i=1}^n(X_i - \overline{X})^2 \sim \sigma^2 \chi^2_{n-1}</math> where <math>\overline{X} = \frac{1}{n} \sum_{i=1}^n X_i</math>. * The box below shows some [[statistics]] based on <math>X_i \sim N(\mu_i, \sigma^2_i), i= 1, \ldots, k</math> independent random variables that have probability distributions related to the chi-squared distribution: {| class="wikitable" style="margin:1em auto;" align="center" |- ! Name !! Statistic |- | chi-squared distribution || <math>\sum_{i=1}^k \left(\frac{X_i-\mu_i}{\sigma_i}\right)^2</math> |- | [[noncentral chi-squared distribution]] || <math>\sum_{i=1}^k \left(\frac{X_i}{\sigma_i}\right)^2</math> |- | [[chi distribution]] || <math>\sqrt{\sum_{i=1}^k \left(\frac{X_i-\mu_i}{\sigma_i}\right)^2}</math> |- | [[noncentral chi distribution]] || <math>\sqrt{\sum_{i=1}^k \left(\frac{X_i}{\sigma_i}\right)^2}</math> |} The chi-squared distribution is also often encountered in [[magnetic resonance imaging]].<ref>den Dekker A. J., Sijbers J., (2014) "Data distributions in magnetic resonance images: a review", ''Physica Medica'', [https://dx.doi.org/10.1016/j.ejmp.2014.05.002]</ref>
Summary:
Please note that all contributions to Niidae Wiki may be edited, altered, or removed by other contributors. If you do not want your writing to be edited mercilessly, then do not submit it here.
You are also promising us that you wrote this yourself, or copied it from a public domain or similar free resource (see
Encyclopedia:Copyrights
for details).
Do not submit copyrighted work without permission!
Cancel
Editing help
(opens in new window)
Search
Search
Editing
Chi-squared distribution
(section)
Add topic