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Mastering Python for Data Science by Samir Madhavan

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The chi-square distribution

The chi-square statistics are defined by the following formula:

The chi-square distribution

Here, n is the size of the sample, s is the standard deviation of the sample, and σ is the standard deviation of the population.

If we repeatedly take samples and define the chi-square statistics, then we can form a chi-square distribution, which is defined by the following probability density function:

The chi-square distribution

Here, Y0 is a constant that depends on the number of degrees of freedom, Χ2 is the chi-square statistic, v = n - 1 is the number of degrees of freedom, and e

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