Lecture3_Part4

Lecture3_Part4 - SUNY at Albany Department of Economics Eco...

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Unformatted text preview: SUNY at Albany - Department of Economics Eco 320 • Economic Statistics Chi-square Distribution SUNY at Albany - Department of Economics Eco 320 • Economic Statistics SUNY at Albany - Department of Economics SUNY at Albany - Department of Economics Chi-square Distribution 0.0 0.1 0.2 0.3 0.4 0.5 0.0 5.0 10.0 15.0 20.0 25.0 Density k = 2 k = 10 k = 5 Mean = k Var = 2 k SUNY at Albany - Department of Economics Eco 320 • Economic Statistics SUNY at Albany - Department of Economics SUNY at Albany - Department of Economics 1. Chi-Square Distribution A. • X: a continuous random variable and 0 < X < +∞ • k : degrees of freedom • k is a parameter. A Chi-square distribution completely determined by k . population mean = k ; population variance = 2 k . The chi-square distribution is skewed. The degree of the skewness depends on the k . For small k (few d.f.), the distribution is highly skewed to the right. As the k increases, the distribution becomes increasingly symmetrical and approaches the normal distribution. 2 ~ k X SUNY at Albany - Department of Economics Eco 320 • Economic Statistics SUNY at Albany - Department of Economics SUNY at Albany - Department of Economics 2. Properties of Chi-Square Distribution 2....
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This note was uploaded on 02/08/2012 for the course ECON 320 taught by Professor Chan during the Spring '11 term at SUNY Albany.

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Lecture3_Part4 - SUNY at Albany Department of Economics Eco...

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