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 | Description | Performance |
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set number of degrees of freedom | Creates new instance of chi-square with user specified parameters. |
Method | Description | Performance |
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sample | Static method which generates new sample of Chi-square distribution variate with specified parameters. | |
Probability density function. where Γ(k/2) denotes the Gamma function. Static probability density function. | ||
cdf | Cumulative distribution function. Static cumulative distribution function. | |
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. |
Property | Description | Performance |
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number of degrees of freedom |
See also inherited methods and properties in the description of parent Gemma class.