A.2 Chi-squared distribution
X has a chi-squared distribution on ν degrees of freedom, denoted
if it has the same distribution as
where are independent standard normal variates, or equivalently if it has density
If Y=X/S, where S is a constant, then Y is a chi-squared variate on ν degrees of freedom divided by S, denoted
and it has density
The mean and variance are
The mode is
and the approximate relationship between mean, mode and median implies that the median is approximately
at least for reasonably large ν, say .
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