ChiSquareDistribution Class

Members See Also

Represents a chi-squared distribution.

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
[SerializableAttribute] public class ChiSquareDistribution : ContinuousDistribution

Visual Basic (Declaration)
<SerializableAttribute> _ Public Class ChiSquareDistribution _ Inherits ContinuousDistribution

Visual C++
[SerializableAttribute] public ref class ChiSquareDistribution : public ContinuousDistribution

F#
[<SerializableAttribute>] type ChiSquareDistribution = class inherit ContinuousDistribution end

Remarks

The sum of the squares of n indepemdent normal variables with zero mean and unit variance has a chi-squared distribution with n degrees of freedom. This means it also describes the Variance of samples taken from a normal distribution.

From this last property, we can see the usefulness of the chi-squared distribution as a test of statistical significance. We can determine the likelihood of obtaining a sample that deviates from the expected value by a specified amount.

The sum of two or more variables that have a chi-squared distribution also has a chi-squared distribution. The number of degrees of freedom of the new distribution equals the sum of the degrees of freedom of the original distributions.

Inheritance Hierarchy

System..::..Object
  Extreme.Statistics.Distributions..::..Distribution
    Extreme.Statistics.Distributions..::..ContinuousDistribution
      Extreme.Statistics.Distributions..::..ChiSquareDistribution