Chi-Squared Distribution

The distribution χ2 (chi-squared) with k degrees of freedom is described by probability density function:

Where Г - gamma function which looks as follows:

As the chi-squared distribution χ2(k) is a special case of gamma distribution Г(k/2, 2) with the form parameter k/2 and the scale parameter 2, random values are generated from the specified gamma distribution.

See also:

ISmChi2Distribution | IStatistics.ChiDist | IStatistics.ChiInv | IStatistics.ChiTest | Library of Methods and Models