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18.16 The Chi-squared Distribution
The chi-squared distribution arises in statistics If
Y_i
are
n
independent gaussian random variates with unit variance then the sum-of-squares,
X_i = \sum_i Y_i^2
has a chi-squared distribution with
n
degrees of freedom.
Random:
double
gsl_ran_chisq
(const gsl_rng *
r
, double
nu
)
This function returns a random variate from the chi-squared distribution with
nu
degrees of freedom. The distribution function is,
p(x) dx = {1 \over \Gamma(\nu/2) } (x/2)^{\nu/2 - 1} \exp(-x/2) dx
for
x >= 0
.
Function:
double
gsl_ran_chisq_pdf
(double
x
, double
nu
)
This function computes the probability density
p(x)
at
x
for a chi-squared distribution with
nu
degrees of freedom, using the formula given above.
This document was generated by
Michael Stenner
on
February, 14 2002
using
texi2html