Student[Statistics]
ChiSquareRandomVariable
Chi-square random variable
Calling Sequence
Parameters
Description
Examples
References
Compatibility
ChiSquareRandomVariable(nu)
nu
-
first parameter
The chi-square random variable is a continuous probability random variable with probability density function given by:
f⁡t=0t<0tν2−1⁢ⅇ−t22ν2⁢Γ⁡ν2otherwise
subject to the following conditions:
0<ν
The ChiSquare variate with nu degrees of freedom is equivalent to the Gamma variate with scale 2 and shape nu/2: ChiSquare(nu) ~ Gamma(2,nu/2).
The ChiSquare variate is related to the FRatio variate by the formula FRatio(nu,omega) ~ (ChiSquare(nu)*omega)/(ChiSquare(omega)*nu)
The ChiSquare variate is related to the Normal variate and the StudentT variate by the formula StudentT(nu) ~ Normal(0,1)/sqrt(ChiSquare(nu)/nu)
with⁡StudentStatistics:
X≔ChiSquareRandomVariable⁡ν:
PDF⁡X,u
0u<0uν2−1⁢ⅇ−u22ν2⁢Γ⁡ν2otherwise
PDF⁡X,0.5
0.7788007831⁢0.50.5000000000⁢ν−1.2.0.5000000000⁢ν⁢Γ⁡0.5000000000⁢ν
Mean⁡X
ν
Variance⁡X
2⁢ν
Y≔ChiSquareRandomVariable⁡3:
PDF⁡Y,x,output=plot
CDF⁡Y,x
0x<01−2⁢2⁢x⁢ⅇ−x22+π⁢erfc⁡2⁢x22πotherwise
CDF⁡Y,6,output=plot
Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol 1: Distribution Theory.
The Student[Statistics][ChiSquareRandomVariable] command was introduced in Maple 18.
For more information on Maple 18 changes, see Updates in Maple 18.
See Also
Student
Student[Statistics][ChiSquareRandomVariable]
Student[Statistics][RandomVariable]
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