Continuous probability distribution
Chi-squared (χ²) distribution
X ~ χ²(k)
The sum of k squared independent standard-normal variables. It is the distribution behind variance estimation and the chi-square tests of goodness-of-fit and independence.
Explore it interactivelyKey facts
- Notation
- X ~ χ²(k)
- Type
- continuous
- Parameters
- k — degrees of freedom
- Support
- [0, ∞)
- f(x) = 1 / (2^(k/2) Γ(k/2)) · x^(k/2 − 1) e^(−x/2)
- Mean
- k
- Variance
- 2k
When to use it
- Chi-square test of independence
- Goodness-of-fit tests
- Confidence intervals for a variance