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  2. Proofs related to chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Proofs_related_to_chi...

    Here is one based on the distribution with 1 degree of freedom. Suppose that X {\displaystyle X} and Y {\displaystyle Y} are two independent variables satisfying X ∼ χ 1 2 {\displaystyle X\sim \chi _{1}^{2}} and Y ∼ χ 1 2 {\displaystyle Y\sim \chi _{1}^{2}} , so that the probability density functions of X {\displaystyle X} and Y ...

  3. Chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Chi-squared_distribution

    Because the square of a standard normal distribution is the chi-squared distribution with one degree of freedom, the probability of a result such as 1 heads in 10 trials can be approximated either by using the normal distribution directly, or the chi-squared distribution for the normalised, squared difference between observed and expected value.

  4. Chi distribution - Wikipedia

    en.wikipedia.org/wiki/Chi_distribution

    It is the distribution of the positive square root of a sum of squared independent Gaussian random variables. Equivalently, it is the distribution of the Euclidean distance between a multivariate Gaussian random variable and the origin. The chi distribution describes the positive square roots of a variable obeying a chi-squared distribution.

  5. Cochran's theorem - Wikipedia

    en.wikipedia.org/wiki/Cochran's_theorem

    each Q i has a chi-squared distribution with r i degrees of freedom. [1] [5] Often it's stated as ... Proof. Case: All are independent Fix some , define ...

  6. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    The chi-squared test, when used with the standard approximation that a chi-squared distribution is applicable, has the following assumptions: [7] Simple random sample The sample data is a random sampling from a fixed distribution or population where every collection of members of the population of the given sample size has an equal probability ...

  7. Proofs involving ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Proofs_involving_ordinary...

    Note in the later section “Maximum likelihood” we show that under the additional assumption that errors are distributed normally, the estimator ^ is proportional to a chi-squared distribution with n – p degrees of freedom, from which the formula for expected value would immediately follow. However the result we have shown in this section ...

  8. Noncentral chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Noncentral_chi-squared...

    From this representation, the noncentral chi-squared distribution is seen to be a Poisson-weighted mixture of central chi-squared distributions. Suppose that a random variable J has a Poisson distribution with mean λ / 2 {\displaystyle \lambda /2} , and the conditional distribution of Z given J = i is chi-squared with k + 2 i degrees of freedom.

  9. Chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Chi-squared_test

    Chi-squared distribution, showing χ 2 on the x-axis and p-value (right tail probability) on the y-axis.. A chi-squared test (also chi-square or χ 2 test) is a statistical hypothesis test used in the analysis of contingency tables when the sample sizes are large.