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.

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Key facts

Notation
X ~ χ²(k)
Type
continuous
Parameters
k — degrees of freedom
Support
[0, ∞)
PDF
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