Chi-square Density Function-ECO6416

Chi-square Density Function-ECO6416 - Chi-square Density...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Chi-square Density Function The probability density curve of a Chi-square distribution is an asymmetric curve stretching over the positive side of the line and having a long right tail. The form of the curve depends on the value of a parameter known as the degree of freedom (d.f.). The expected value of Chi-square statistic is its d.f., its variance is twice of its d.f., and its mode is equal to (d.f.- 2). Chi square Distribution relation to Normal Distribution: The Chi-square distribution is related to the sampling distribution of the variance when the sample is from a normal distribution. The sample variance is a sum of squares of standard normal variables N (0, 1). Hence, the of square of N (0,1) random variable is a Chi-square with 1 d.f. . Notice that the Chi-square is related to F-statistics as follows: F = Chi-square/d.f. 1 , where F has (d.f. 1 = d.f. of the Chi-square-table, and d.f. 2
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 10/04/2011 for the course ECO 6416 taught by Professor Staff during the Spring '08 term at University of Central Florida.

Ask a homework question - tutors are online