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In: Math

What are the characteristics of chi-square distributions?

What are the characteristics of chi-square distributions?

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Expert Solution

Chi -square dist is denoted by with 'v' degrees of freedom.

The chi-square distribution has the following characteristics:

  • It is the sum of squares 'v' independent standard normal variables

   =

  • Chi squares are positively skewed.
  • They have thicker tails than normal since it estimates high probability for extreme events.
  • The mean of the distribution is equal to degrees of freedom: = v
  • The variance is equal to two times the degrees of freedom: = 2 * v
  • As the degrees of freedom increase, the chi-square curve looks like a normal distribution.
  • Chi-square test are used for goodness of fit test , independence test .

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