When can a chi-squared distribution be used to analyze data?
1 Answer
Jun 8, 2016
Chi Squared distributions can be used to describe statistical quantities which are a function of a sum of squares.
Explanation:
The Chi Squared distribution is the distribution of a value which is the sum of squares of
The PDF of the Chi Squared distribution is given by:
Where
The usefulness of the Chi Squared distribution is in modelling things which involve the sums of squared values. Two specific examples are:
- Analysis of Variance tests (variance is a sum of squared values)
- Goodness of fit (for a least squares fit where the error is a sum of squared values)
Taken from:
https://en.wikipedia.org/wiki/Chi-squared_distribution