Definition:Chi Distribution

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Definition

Let $X$ be a continuous random variable on a probability space $\struct {\Omega, \Sigma, \Pr}$.

Let $\Img X = \hointr 0 \infty$.

Let $r$ be a strictly positive integer.


$X$ is said to have a chi distribution with $r$ degrees of freedom if and only if it has probability density function:

$\displaystyle \map {f_X} x = \dfrac 1 {2^{\paren {r / 2} - 1} \map \Gamma {r / 2} } x^{r - 1} e^{- x^2 / 2}$

where $\Gamma$ denotes the gamma function.


This is written:

$X \sim \chi_r$


Also see

  • Results about the chi distribution can be found here.


Sources