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Extreme Optimization Statistics Library for .NET

ChiSquareDistribution Class

Represents a chi-squared distribution.

For a list of all members of this type, see ChiSquareDistribution Members.

System.Object
   Distribution
      ContinuousDistribution
         GammaDistribution
            ChiSquareDistribution

[Visual Basic]
Public Class ChiSquareDistribution
Inherits GammaDistribution
[C#]
public class ChiSquareDistribution : GammaDistribution

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.

Requirements

Namespace: Extreme.Statistics.Distributions

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

ChiSquareDistribution Members | Extreme.Statistics.Distributions Namespace