What is the probability density function of a chi-squared distribution?

1 Answer
Mar 3, 2016

f(x;k)=1/(2^(k/2)Gamma(k/2)) x^(k/2-1)e^(-x/2)

Explanation:

The Chi Squared distribution is the distribution of a value which is the sum of squares of k normally distributed random variables.

Q=sum_(i=1)^k Z_i^2

The PDF of the Chi Squared distribution is given by:

f(x;k)=1/(2^(k/2)Gamma(k/2)) x^(k/2-1)e^(-x/2)

Where k is the number of degrees of freedom, and x is the value of Q for which we seek the probability.

Taken from:
https://en.wikipedia.org/wiki/Chi-squared_distribution