Chi2Distribution
Model a chi-squared distribution with \(k\) degrees of freedom.
Declaration
classdef Chi2Distribution < DistributionOverview
Chi2Distribution implements the
chi-squared distribution
with density
\(p(z) = \frac{z^{k/2-1} e^{-z/2}}
{2^{k/2}\Gamma(k/2)}, \quad z \ge 0,\)
cumulative distribution
\(F(z) = P\!\left(\frac{k}{2},\frac{z}{2}\right),\)
where \(P\) is the regularized lower incomplete gamma function, and
variance \(\mathrm{variance} = 2k.\)
distribution = Chi2Distribution(k=4);
samples = distribution.rand([1000 1]);
Topics
- Create distributions
Chi2DistributionCreate a chi-squared distribution from its degrees of freedom.
- Inspect distribution properties
kDegrees of freedom \(k\).