Chi2Distribution

Model a chi-squared distribution with \(k\) degrees of freedom.


Declaration

classdef Chi2Distribution < Distribution

Overview

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
    • Chi2Distribution Create a chi-squared distribution from its degrees of freedom.
  • Inspect distribution properties
    • k Degrees of freedom \(k\).