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ChiSquare

The chi-square distribution (also chi-squared or χ²-distribution) with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. It is one of the most widely used probability distributions in inferential statistics, e.g., in hypothesis testing or in construction of confidence intervals.

ChiSquare class inherits from the Gamma class.

This topic contains the following sections:

Constructor

Constructor

Description

Performance

set number of degrees of freedom

Creates new instance of chi-square with user specified parameters.

methodChiSquare(Double)

Methods

Method

Description

Performance

sample

Static method which generates new sample of Chi-square distribution variate with specified parameters.

StaticSample(Double)

pdf

Probability density function.

DChi Pdf

where Γ(k/2) denotes the Gamma function.

Static probability density function.

StaticPdf(Double, Double)

cdf

Cumulative distribution function.

DChi Cdf

Static cumulative distribution function.

StaticCdf(Double, Double)

inverse cdf

Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.

StaticInverseCdf(Double, Double)

Properties

Property

Description

Performance

number of degrees of freedom

PropertyDegreesOfFreedom

See also inherited methods and properties in the description of parent Gemma class.